+128.8%
GOOG vs ESTC
-46.4%
+175.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -1.6% | -3.3% | +1.8% | -1.0% |
| 30D | -7.7% | +13.4% | -21.1% | -10.4% |
| 3M | -9.3% | +41.3% | -50.6% | -15.7% |
| 6M | +7.4% | +62.6% | -55.1% | -3.6% |
| YTD | +4.9% | +14.8% | -9.9% | -0.1% |
| 1Y | +37.2% | -5.1% | +42.3% | +35.0% |
| 3Y | +141.6% | +11.2% | +130.5% | +112.9% |
| 5Y | +128.8% | -47.0% | +175.7% | +111.2% |
| All | +128.8% | -46.4% | +175.1% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling