-56.3%
Z vs ESTC
-48.9%
-7.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.7% | -3.3% |
| 7D | -4.6% | -11.5% | +7.0% | -0.3% |
| 30D | +8.3% | -7.5% | +15.9% | +11.0% |
| 3M | -11.6% | +23.1% | -34.7% | -19.6% |
| 6M | -33.6% | +75.3% | -108.9% | -47.6% |
| YTD | -56.7% | +14.1% | -70.8% | -60.3% |
| 1Y | -59.1% | -0.6% | -58.6% | -61.0% |
| 3Y | -20.4% | +20.8% | -41.2% | -38.7% |
| All | -56.3% | -48.9% | -7.4% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling