+133.8%
BKNG vs ESTC
+19.1%
+114.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -9.8% | -9.2% | -0.6% | -8.0% |
| 30D | -17.9% | +8.1% | -25.9% | -19.8% |
| 3M | +6.6% | +38.5% | -31.9% | -1.5% |
| 6M | +1.1% | +57.8% | -56.7% | -9.7% |
| YTD | -18.2% | +10.5% | -28.8% | -21.8% |
| 1Y | -20.2% | -6.4% | -13.8% | -21.5% |
| 3Y | +39.9% | +4.7% | +35.2% | +25.3% |
| 5Y | +93.1% | -47.8% | +140.9% | +88.2% |
| All | +133.8% | +19.1% | +114.7% | +59.2% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling