+93.1%
BKNG vs ESTC
-49.0%
+142.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.2% |
| 7D | -10.7% | -13.2% | +2.5% | -8.2% |
| 30D | -18.1% | +9.3% | -27.4% | -20.0% |
| 3M | +8.5% | +37.3% | -28.8% | +1.1% |
| 6M | -0.1% | +61.0% | -61.1% | -10.3% |
| YTD | -18.2% | +10.7% | -28.9% | -21.5% |
| 1Y | -19.9% | -7.2% | -12.7% | -21.0% |
| 3Y | +41.6% | +7.2% | +34.4% | +27.0% |
| 5Y | +93.1% | -47.7% | +140.8% | +76.3% |
| All | +93.1% | -49.0% | +142.1% | +76.3% |
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