+64.1%
INTU vs ESTC
+24.7%
+39.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.9% | -2.6% | -1.3% | -3.3% |
| 30D | +12.0% | -8.6% | +20.6% | +14.5% |
| 3M | +2.3% | +14.4% | -12.0% | -3.7% |
| 6M | -12.1% | +73.3% | -85.4% | -27.9% |
| YTD | -47.5% | +15.7% | -63.3% | -51.4% |
| 1Y | -46.9% | -7.6% | -39.3% | -47.6% |
| 3Y | -33.5% | +14.6% | -48.1% | -45.3% |
| 5Y | -41.2% | -50.0% | +8.8% | -41.7% |
| All | +64.1% | +24.7% | +39.4% | +2.3% |
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