-2.7%
NFLX vs ESTC
-48.9%
+46.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.8% |
| 7D | +2.1% | -11.5% | +13.7% | +5.2% |
| 30D | -9.0% | -7.5% | -1.5% | -7.7% |
| 3M | -14.0% | +23.1% | -37.0% | -19.7% |
| 6M | -28.2% | +75.3% | -103.4% | -39.4% |
| YTD | -32.4% | +14.1% | -46.5% | -37.1% |
| 1Y | -42.2% | -0.6% | -41.6% | -44.4% |
| 3Y | +45.9% | +20.8% | +25.0% | +13.3% |
| All | -2.7% | -48.9% | +46.3% | -11.1% |
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 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