+122.7%
NFLX vs ESTC
+31.2%
+91.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.9% | -4.1% |
| 7D | -4.2% | -8.1% | +3.9% | -2.2% |
| 30D | +5.5% | +31.7% | -26.2% | -2.9% |
| 3M | -4.1% | +41.1% | -45.1% | -13.6% |
| 6M | -20.7% | +77.1% | -97.8% | -33.7% |
| YTD | -16.5% | +21.7% | -38.2% | -23.6% |
| 1Y | -37.8% | +8.4% | -46.2% | -41.8% |
| 3Y | +77.9% | +23.6% | +54.3% | +41.2% |
| 5Y | +32.5% | -46.5% | +79.0% | +26.7% |
| All | +122.7% | +31.2% | +91.6% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling