+778.5%
ASML vs ESTC
+28.1%
+750.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -10.0% | -15.9% | +5.8% | -5.6% |
| 30D | -19.4% | -5.5% | -13.9% | -18.3% |
| 3M | -12.5% | +26.2% | -38.7% | -19.6% |
| 6M | +8.2% | +77.0% | -68.8% | -11.3% |
| YTD | +40.7% | +18.9% | +21.8% | +27.2% |
| 1Y | +46.1% | +1.3% | +44.8% | +38.2% |
| 3Y | +138.5% | +24.0% | +114.5% | +90.3% |
| 5Y | +84.2% | -47.7% | +131.8% | +80.7% |
| All | +778.5% | +28.1% | +750.4% | +440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling