+67.7%
ASML vs ESTC
-51.6%
+119.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -7.9% |
| 7D | -19.0% | -18.5% | -0.5% | -14.9% |
| 30D | -25.9% | -11.0% | -14.9% | -23.8% |
| 3M | -19.1% | +20.8% | -39.8% | -23.9% |
| 6M | -5.7% | +67.9% | -73.6% | -19.7% |
| YTD | +27.6% | +11.6% | +16.0% | +19.3% |
| 1Y | +30.8% | -3.3% | +34.0% | +26.9% |
| 3Y | +116.2% | +16.4% | +99.8% | +78.9% |
| 5Y | +67.7% | -49.9% | +117.5% | +56.6% |
| All | +67.7% | -51.6% | +119.3% | +56.6% |
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