-25.2%
W vs ESTC
+31.2%
-56.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +5.2% |
| 7D | -4.2% | -8.1% | +3.9% | +0.5% |
| 30D | -7.6% | +31.7% | -39.3% | -24.3% |
| 3M | +37.2% | +41.1% | -3.9% | +7.4% |
| 6M | +26.3% | +77.1% | -50.7% | -16.0% |
| YTD | -1.0% | +21.7% | -22.7% | -19.1% |
| 1Y | +20.1% | +8.4% | +11.7% | +1.1% |
| 3Y | +37.8% | +23.6% | +14.2% | -12.4% |
| 5Y | -63.7% | -46.5% | -17.2% | -61.2% |
| All | -25.2% | +31.2% | -56.3% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling