-43.5%
INTU vs ESTC
-49.1%
+5.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | -4.1% | +5.8% | -9.9% | -6.0% |
| 30D | +12.8% | -5.6% | +18.4% | +14.1% |
| 3M | +2.1% | +15.4% | -13.3% | -4.1% |
| 6M | -11.5% | +77.8% | -89.3% | -27.7% |
| YTD | -47.9% | +18.1% | -66.0% | -52.1% |
| 1Y | -47.7% | -3.7% | -44.0% | -49.3% |
| 3Y | -34.0% | +16.9% | -50.8% | -46.5% |
| 5Y | -43.5% | -51.2% | +7.7% | -50.9% |
| All | -43.5% | -49.1% | +5.6% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling