+44.9%
GOOGL vs ESTC
+0.7%
+44.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.1% |
| 7D | +1.1% | -4.3% | +5.4% | +1.2% |
| 30D | -4.4% | +17.7% | -22.2% | -4.8% |
| 3M | -6.8% | +42.3% | -49.1% | -7.4% |
| 6M | +13.6% | +64.6% | -51.0% | +13.4% |
| YTD | +8.3% | +17.2% | -8.9% | +7.4% |
| 1Y | +44.9% | -4.2% | +49.2% | +47.7% |
| All | +44.9% | +0.7% | +44.2% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling