+113.7%
SBUX vs ESTC
+23.7%
+90.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.6% |
| 7D | -6.3% | -3.3% | -2.9% | -5.8% |
| 30D | -3.9% | +13.4% | -17.3% | -6.5% |
| 3M | +3.3% | +41.3% | -38.0% | -3.5% |
| 6M | +1.4% | +62.6% | -61.2% | -8.3% |
| YTD | +21.0% | +14.8% | +6.2% | +15.5% |
| 1Y | +22.4% | -5.1% | +27.5% | +20.2% |
| 3Y | +13.2% | +11.2% | +2.1% | +1.7% |
| 5Y | -5.2% | -47.0% | +41.8% | -8.4% |
| All | +113.7% | +23.7% | +90.0% | +48.3% |
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