+445.9%
ENTG vs ESTC
+25.9%
+419.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.4% |
| 7D | +15.2% | +2.4% | +12.8% | +14.4% |
| 30D | -3.6% | -4.2% | +0.6% | -2.0% |
| 3M | -10.0% | +2.5% | -12.4% | -12.2% |
| 6M | +1.8% | +81.5% | -79.7% | -19.9% |
| YTD | +75.5% | +16.8% | +58.7% | +57.0% |
| 1Y | +82.4% | -3.5% | +85.9% | +73.7% |
| 3Y | +58.5% | +17.7% | +40.8% | +26.7% |
| 5Y | +0.4% | -51.7% | +52.1% | +1.0% |
| All | +445.9% | +25.9% | +419.9% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling