+95.3%
GOOGL vs ESTC
-48.1%
+143.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.3% |
| 7D | +3.3% | -1.2% | +4.5% | +3.5% |
| 30D | -18.1% | -8.1% | -9.9% | -16.9% |
| 3M | -18.6% | +20.2% | -38.8% | -22.0% |
| 6M | -28.0% | +72.7% | -100.8% | -36.0% |
| YTD | -7.8% | +19.6% | -27.4% | -12.9% |
| 1Y | +3.6% | +0.3% | +3.3% | +1.0% |
| 3Y | +123.4% | +22.8% | +100.5% | +92.3% |
| 5Y | +95.3% | -50.9% | +146.2% | +77.8% |
| All | +95.3% | -48.1% | +143.4% | +77.8% |
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 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