+1.8%
BKNG vs ESTC
+67.1%
-65.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.7% | -3.0% | -6.1% |
| 7D | -7.9% | -4.3% | -3.6% | -7.2% |
| 30D | -15.9% | +17.7% | -33.6% | -18.7% |
| 3M | +11.1% | +42.3% | -31.2% | +2.5% |
| All | +1.8% | +67.1% | -65.4% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling