+80.5%
NFLX vs ESTC
+23.0%
+57.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.9% |
| 7D | +2.1% | -11.5% | +13.7% | +5.3% |
| 30D | -9.0% | -7.5% | -1.5% | -7.6% |
| 3M | -14.0% | +23.1% | -37.0% | -19.9% |
| 6M | -28.2% | +75.3% | -103.4% | -39.8% |
| YTD | -32.4% | +14.1% | -46.5% | -37.4% |
| 1Y | -42.2% | -0.6% | -41.6% | -44.8% |
| 3Y | +45.9% | +20.8% | +25.0% | +15.8% |
| 5Y | -1.8% | -48.8% | +47.0% | -5.4% |
| All | +80.5% | +23.0% | +57.5% | +13.1% |
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 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