+62.0%
INTU vs ESTC
+28.9%
+33.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.8% | -2.5% |
| 7D | -3.9% | -1.2% | -2.8% | -3.7% |
| 30D | +11.7% | -8.1% | +19.8% | +14.0% |
| 3M | +4.5% | +20.2% | -15.7% | -3.2% |
| 6M | -13.9% | +72.7% | -86.6% | -29.3% |
| YTD | -48.2% | +19.6% | -67.9% | -52.5% |
| 1Y | -47.1% | +0.3% | -47.4% | -49.2% |
| 3Y | -32.5% | +22.8% | -55.3% | -45.8% |
| 5Y | -42.6% | -50.9% | +8.3% | -42.6% |
| All | +62.0% | +28.9% | +33.1% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling