-49.7%
INTU vs ESTC
+7.3%
-56.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -1.5% |
| 7D | -7.1% | -8.1% | +1.0% | -3.9% |
| 30D | +1.5% | +31.7% | -30.2% | -10.8% |
| 3M | +10.7% | +41.1% | -30.4% | -6.1% |
| 6M | -23.8% | +77.1% | -100.9% | -41.2% |
| YTD | -49.3% | +21.7% | -71.0% | -57.6% |
| 1Y | -49.7% | +8.4% | -58.0% | -57.4% |
| All | -49.7% | +7.3% | -56.9% | -57.4% |
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