-34.0%
Z vs ESTC
+25.2%
-59.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.9% |
| 7D | -3.0% | -8.1% | +5.1% | -0.9% |
| 30D | -4.2% | +31.7% | -35.9% | -11.6% |
| 3M | -3.7% | +41.1% | -44.8% | -12.8% |
| 6M | -24.5% | +77.1% | -101.6% | -36.1% |
| YTD | -49.3% | +21.7% | -71.0% | -53.0% |
| 1Y | -58.7% | +8.4% | -67.1% | -61.0% |
| All | -34.0% | +25.2% | -59.1% | -43.2% |
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