+413.4%
ENTG vs ESTC
+31.2%
+382.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.6% | +7.6% |
| 7D | +2.8% | -8.1% | +10.9% | +5.4% |
| 30D | -4.7% | +31.7% | -36.4% | -14.8% |
| 3M | -0.7% | +41.1% | -41.8% | -13.9% |
| 6M | +7.7% | +77.1% | -69.4% | -15.6% |
| YTD | +65.1% | +21.7% | +43.4% | +45.8% |
| 1Y | +74.8% | +8.4% | +66.4% | +58.5% |
| 3Y | +36.9% | +23.6% | +13.3% | +7.1% |
| 5Y | +16.1% | -46.5% | +62.6% | +12.3% |
| All | +413.4% | +31.2% | +382.2% | +212.6% |
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 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