-71.2%
GRAB vs ESTC
-25.9%
-45.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.5% |
| 7D | -5.3% | -8.1% | +2.8% | -2.8% |
| 30D | -8.6% | +31.7% | -40.2% | -18.3% |
| 3M | -1.2% | +41.1% | -42.2% | -14.0% |
| 6M | -16.6% | +77.1% | -93.7% | -34.2% |
| YTD | -31.5% | +21.7% | -53.2% | -38.8% |
| 1Y | -32.3% | +8.4% | -40.7% | -37.7% |
| 3Y | -10.7% | +23.6% | -34.3% | -34.4% |
| 5Y | -67.9% | -46.5% | -21.4% | -65.3% |
| All | -71.2% | -25.9% | -45.4% | -72.7% |
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 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