+121.0%
GOOG vs ESTC
+14.8%
+106.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | +3.0% | +2.4% | +0.6% | +2.8% |
| 30D | -14.9% | -4.2% | -10.6% | -14.5% |
| 3M | -14.9% | +2.5% | -17.4% | -15.3% |
| 6M | -26.6% | +81.5% | -108.1% | -31.1% |
| YTD | -6.6% | +16.8% | -23.4% | -8.7% |
| 1Y | +5.1% | -3.5% | +8.5% | +4.9% |
| 3Y | +121.0% | +17.7% | +103.2% | +121.8% |
| All | +121.0% | +14.8% | +106.2% | +121.8% |
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 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