+20.3%
YUM vs ESTC
+7.0%
+13.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | -5.2% | -13.2% | +8.0% | -5.0% |
| 30D | -0.1% | +9.3% | -9.4% | -0.2% |
| 3M | -4.3% | +37.3% | -41.6% | -4.7% |
| 6M | -8.7% | +61.0% | -69.7% | -9.5% |
| YTD | -3.5% | +10.7% | -14.2% | -3.3% |
| 1Y | +0.5% | -7.2% | +7.6% | +1.2% |
| All | +20.3% | +7.0% | +13.3% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling