+48.3%
INTC vs ESTC
+25.9%
+22.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +6.0% | +2.4% | +3.6% | +5.5% |
| 30D | -39.2% | -4.2% | -34.9% | -38.2% |
| 3M | -42.9% | +2.5% | -45.4% | -43.2% |
| 6M | -50.4% | +81.5% | -131.9% | -56.4% |
| YTD | +61.7% | +16.8% | +44.8% | +53.3% |
| 1Y | +66.1% | -3.5% | +69.6% | +63.5% |
| 3Y | +58.1% | +17.7% | +40.4% | +39.4% |
| 5Y | +27.9% | -51.7% | +79.6% | +29.4% |
| All | +48.3% | +25.9% | +22.4% | +0.3% |
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