-53.6%
Z vs ESTC
+1.6%
-55.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.9% | +10.3% | +9.7% |
| 7D | +10.2% | -15.9% | +26.0% | +15.5% |
| 30D | +23.7% | -5.5% | +29.2% | +25.0% |
| 3M | -6.6% | +26.2% | -32.8% | -14.3% |
| 6M | -23.0% | +77.0% | -100.0% | -36.3% |
| YTD | -50.3% | +18.9% | -69.2% | -56.0% |
| 1Y | -53.6% | +1.3% | -54.9% | -59.5% |
| All | -53.6% | +1.6% | -55.1% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling