-47.5%
INTU vs ESTC
+0.3%
-47.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.8% | -2.8% |
| 7D | -3.9% | -1.2% | -2.8% | -3.7% |
| 30D | +11.7% | -8.1% | +19.8% | +14.3% |
| 3M | +4.5% | +20.2% | -15.7% | -6.3% |
| 6M | -13.9% | +72.7% | -86.6% | -34.4% |
| YTD | -48.2% | +19.6% | -67.9% | -57.7% |
| All | -47.5% | +0.3% | -47.8% | -58.0% |
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