+471.7%
GOOGL vs ESTC
+23.7%
+448.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -1.9% | -3.3% | +1.5% | -1.2% |
| 30D | -7.5% | +13.4% | -20.9% | -10.5% |
| 3M | -9.2% | +41.3% | -50.5% | -16.3% |
| 6M | +8.1% | +62.6% | -54.5% | -4.2% |
| YTD | +5.8% | +14.8% | -8.9% | +0.2% |
| 1Y | +38.3% | -5.1% | +43.4% | +35.4% |
| 3Y | +144.8% | +11.2% | +133.6% | +114.1% |
| 5Y | +132.5% | -47.0% | +179.5% | +125.6% |
| All | +471.7% | +23.7% | +448.0% | +288.2% |
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 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