-45.2%
INTU vs ESTC
+1.6%
-46.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.8% |
| 7D | +8.7% | -15.9% | +24.5% | +15.9% |
| 30D | +25.9% | -5.5% | +31.4% | +27.4% |
| 3M | +10.7% | +26.2% | -15.5% | -2.7% |
| 6M | -11.6% | +77.0% | -88.6% | -33.0% |
| YTD | -45.4% | +18.9% | -64.3% | -55.2% |
| 1Y | -45.2% | +1.3% | -46.5% | -55.6% |
| All | -45.2% | +1.6% | -46.8% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling