+164.9%
ASML vs ESTC
+25.2%
+139.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.7% |
| 7D | +1.1% | -8.1% | +9.2% | +2.1% |
| 30D | +2.2% | +31.7% | -29.5% | -2.1% |
| 3M | -2.3% | +41.1% | -43.3% | -7.5% |
| 6M | +23.0% | +77.1% | -54.1% | +11.6% |
| YTD | +61.1% | +21.7% | +39.4% | +55.5% |
| 1Y | +129.1% | +8.4% | +120.7% | +125.1% |
| All | +164.9% | +25.2% | +139.8% | +148.9% |
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 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