+146.8%
GOOG vs ESTC
+11.7%
+135.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | +1.1% | -4.3% | +5.4% | +1.5% |
| 30D | -5.1% | +17.7% | -22.8% | -6.9% |
| 3M | -7.1% | +42.3% | -49.4% | -10.8% |
| 6M | +12.7% | +64.6% | -51.9% | +6.2% |
| YTD | +7.1% | +17.2% | -10.1% | +4.5% |
| 1Y | +43.6% | -4.2% | +47.8% | +43.3% |
| 3Y | +146.8% | +13.5% | +133.2% | +145.0% |
| All | +146.8% | +11.7% | +135.0% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling