+17.7%
INTC vs ESTC
-48.9%
+66.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.5% | +7.3% |
| 7D | -14.4% | -11.5% | -2.9% | -12.5% |
| 30D | -50.2% | -7.5% | -42.7% | -49.3% |
| 3M | -43.6% | +23.1% | -66.7% | -45.5% |
| 6M | -50.2% | +75.3% | -125.5% | -55.0% |
| YTD | +52.5% | +14.1% | +38.4% | +47.0% |
| 1Y | +51.1% | -0.6% | +51.7% | +49.1% |
| 3Y | +50.3% | +20.8% | +29.5% | +34.2% |
| All | +17.7% | -48.9% | +66.6% | +6.9% |
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 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