+76.9%
NFLX vs ESTC
+25.9%
+51.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -2.0% | +2.4% | -4.4% | -2.7% |
| 30D | -11.9% | -4.2% | -7.7% | -11.4% |
| 3M | -20.6% | +2.5% | -23.0% | -22.2% |
| 6M | -29.0% | +81.5% | -110.5% | -41.1% |
| YTD | -33.7% | +16.8% | -50.6% | -39.1% |
| 1Y | -46.2% | -3.5% | -42.7% | -48.1% |
| 3Y | +39.8% | +17.7% | +22.1% | +12.4% |
| 5Y | -9.0% | -51.7% | +42.8% | -10.7% |
| All | +76.9% | +25.9% | +51.0% | +10.1% |
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