-30.4%
Z vs ESTC
+64.8%
-95.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -6.1% | -4.5% | -8.9% |
| 7D | -2.3% | -18.5% | +16.2% | +3.2% |
| 30D | +9.4% | -11.0% | +20.3% | +12.2% |
| 3M | -16.1% | +20.8% | -36.9% | -22.3% |
| 6M | -30.4% | +67.9% | -98.3% | -39.2% |
| All | -30.4% | +64.8% | -95.2% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling