+138.2%
INTC vs ESTC
+31.2%
+107.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +5.3% |
| 7D | +7.1% | -8.1% | +15.2% | +8.6% |
| 30D | -5.2% | +31.7% | -36.9% | -10.8% |
| 3M | -14.3% | +41.1% | -55.3% | -20.7% |
| 6M | +110.2% | +77.1% | +33.1% | +83.5% |
| YTD | +159.6% | +21.7% | +137.9% | +142.6% |
| 1Y | +289.3% | +8.4% | +280.9% | +270.7% |
| 3Y | +166.1% | +23.6% | +142.4% | +130.2% |
| 5Y | +94.4% | -46.5% | +140.8% | +90.1% |
| All | +138.2% | +31.2% | +107.0% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling