+50.3%
INTC vs ESTC
+18.0%
+32.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.5% | +7.4% |
| 7D | -14.4% | -11.5% | -2.9% | -13.0% |
| 30D | -50.2% | -7.5% | -42.7% | -49.5% |
| 3M | -43.6% | +23.1% | -66.7% | -44.5% |
| 6M | -50.2% | +75.3% | -125.5% | -52.9% |
| YTD | +52.5% | +14.1% | +38.4% | +51.0% |
| 1Y | +51.1% | -0.6% | +51.7% | +52.4% |
| 3Y | +50.3% | +20.8% | +29.5% | +54.9% |
| All | +50.3% | +18.0% | +32.3% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling