+111.7%
INTC vs ESTC
-47.2%
+158.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.7% | +12.7% | +9.6% |
| 7D | +17.4% | -4.3% | +21.7% | +18.0% |
| 30D | +2.8% | +17.7% | -14.9% | -0.6% |
| 3M | -5.3% | +42.3% | -47.6% | -11.5% |
| 6M | +140.6% | +64.6% | +76.0% | +117.3% |
| YTD | +183.1% | +17.2% | +165.9% | +169.7% |
| 1Y | +326.8% | -4.2% | +331.0% | +320.7% |
| 3Y | +179.4% | +13.5% | +165.9% | +151.5% |
| 5Y | +111.7% | -45.5% | +157.3% | +91.6% |
| All | +111.7% | -47.2% | +158.9% | +91.6% |
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