-10.1%
ADBE vs ESTC
+24.6%
-34.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.8% |
| 7D | -3.8% | -3.6% | -0.3% | -2.9% |
| 30D | -2.3% | -11.2% | +8.9% | +0.9% |
| 3M | -13.3% | +14.3% | -27.6% | -18.2% |
| 6M | -6.5% | +67.0% | -73.4% | -22.0% |
| YTD | -32.4% | +15.7% | -48.0% | -37.4% |
| 1Y | -28.0% | -6.3% | -21.8% | -29.4% |
| 3Y | -60.4% | +14.5% | -74.9% | -67.4% |
| 5Y | -63.4% | -49.9% | -13.6% | -63.0% |
| All | -10.1% | +24.6% | -34.7% | -46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling