+373.9%
ENTG vs ESTC
+23.0%
+350.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | -17.1% | -11.5% | -5.6% | -13.6% |
| 30D | -23.0% | -7.5% | -15.5% | -20.9% |
| 3M | -10.2% | +23.1% | -33.3% | -18.0% |
| 6M | -17.8% | +75.3% | -93.0% | -34.7% |
| YTD | +52.4% | +14.1% | +38.3% | +37.3% |
| 1Y | +49.8% | -0.6% | +50.4% | +40.7% |
| 3Y | +42.1% | +20.8% | +21.3% | +12.1% |
| 5Y | -10.2% | -48.8% | +38.5% | -11.9% |
| All | +373.9% | +23.0% | +350.9% | +194.5% |
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