+164.1%
INTC vs ESTC
+23.7%
+140.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | +18.0% | -3.3% | +21.3% | +18.5% |
| 30D | +8.9% | +13.4% | -4.5% | +5.4% |
| 3M | -1.6% | +41.3% | -42.9% | -9.2% |
| 6M | +133.1% | +62.6% | +70.5% | +106.8% |
| YTD | +187.9% | +14.8% | +173.1% | +171.7% |
| 1Y | +334.7% | -5.1% | +339.8% | +325.2% |
| 3Y | +184.2% | +11.2% | +173.0% | +151.4% |
| 5Y | +116.0% | -47.0% | +163.0% | +110.7% |
| All | +164.1% | +23.7% | +140.4% | +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 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