+484.9%
GOOG vs ESTC
+31.2%
+453.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | -0.1% |
| 7D | -2.1% | -8.1% | +6.0% | -0.5% |
| 30D | -6.8% | +31.7% | -38.5% | -12.7% |
| 3M | -9.1% | +41.1% | -50.1% | -16.2% |
| 6M | +10.7% | +77.1% | -66.4% | -3.6% |
| YTD | +7.1% | +21.7% | -14.6% | +0.1% |
| 1Y | +44.6% | +8.4% | +36.2% | +37.4% |
| 3Y | +147.4% | +23.6% | +123.8% | +111.0% |
| 5Y | +133.8% | -46.5% | +180.3% | +126.6% |
| All | +484.9% | +31.2% | +453.8% | +292.0% |
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 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