+91.6%
YUM vs ESTC
+26.3%
+65.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.5% |
| 7D | -1.7% | -4.3% | +2.6% | -1.3% |
| 30D | -0.8% | +17.7% | -18.5% | -2.6% |
| 3M | +1.5% | +42.3% | -40.8% | -2.2% |
| 6M | -6.1% | +64.6% | -70.7% | -11.2% |
| YTD | -0.2% | +17.2% | -17.4% | -2.8% |
| 1Y | +2.5% | -4.2% | +6.7% | +1.6% |
| 3Y | +24.6% | +13.5% | +11.1% | +16.4% |
| 5Y | +25.7% | -45.5% | +71.2% | +23.7% |
| All | +91.6% | +26.3% | +65.2% | +40.9% |
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 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