+263.7%
EBAY vs ESTC
+31.2%
+232.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.6% |
| 7D | -2.1% | -8.1% | +6.0% | -0.9% |
| 30D | -6.7% | +31.7% | -38.4% | -11.0% |
| 3M | -5.0% | +41.1% | -46.0% | -10.5% |
| 6M | +14.6% | +77.1% | -62.4% | +3.6% |
| YTD | +19.8% | +21.7% | -1.9% | +14.2% |
| 1Y | +12.6% | +8.4% | +4.2% | +8.5% |
| 3Y | +141.0% | +23.6% | +117.4% | +110.9% |
| 5Y | +47.5% | -46.5% | +94.0% | +40.8% |
| All | +263.7% | +31.2% | +232.6% | +170.3% |
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 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