+117.9%
ASML vs ESTC
+15.4%
+102.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -8.5% |
| 7D | -19.0% | -18.5% | -0.5% | -16.8% |
| 30D | -25.9% | -11.0% | -14.9% | -24.8% |
| 3M | -19.1% | +20.8% | -39.8% | -21.6% |
| 6M | -5.7% | +67.9% | -73.6% | -13.6% |
| YTD | +27.6% | +11.6% | +16.0% | +24.6% |
| 1Y | +30.8% | -3.3% | +34.0% | +31.0% |
| All | +117.9% | +15.4% | +102.5% | +113.4% |
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