+485.2%
GOOG vs ESTC
+19.1%
+466.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | 0.0% | -9.2% | +9.2% | +2.0% |
| 30D | -2.0% | +8.1% | -10.0% | -4.2% |
| 3M | -5.9% | +38.5% | -44.3% | -12.9% |
| 6M | +8.9% | +57.8% | -48.9% | -2.9% |
| YTD | +7.1% | +10.5% | -3.4% | +2.1% |
| 1Y | +39.7% | -6.4% | +46.0% | +36.9% |
| 3Y | +145.8% | +4.7% | +141.2% | +118.0% |
| 5Y | +138.6% | -47.8% | +186.4% | +131.7% |
| All | +485.2% | +19.1% | +466.0% | +299.9% |
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