+133.8%
BKNG vs ESTC
+19.3%
+114.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.3% |
| 7D | -10.7% | -13.2% | +2.5% | -8.0% |
| 30D | -18.1% | +9.3% | -27.4% | -20.2% |
| 3M | +8.5% | +37.3% | -28.8% | +0.5% |
| 6M | -0.1% | +61.0% | -61.1% | -11.1% |
| YTD | -18.2% | +10.7% | -28.9% | -21.8% |
| 1Y | -19.9% | -7.2% | -12.7% | -21.0% |
| 3Y | +41.6% | +7.2% | +34.4% | +26.1% |
| 5Y | +93.1% | -47.7% | +140.8% | +88.1% |
| All | +133.8% | +19.3% | +114.5% | +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 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