-17.2%
TENB vs ESTC
+19.1%
-36.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -5.9% |
| 7D | -12.1% | -9.2% | -2.9% | -8.4% |
| 30D | -18.6% | +8.1% | -26.7% | -22.1% |
| 3M | +12.1% | +38.5% | -26.4% | -3.7% |
| 6M | +46.8% | +57.8% | -11.0% | +19.6% |
| YTD | +28.0% | +10.5% | +17.4% | +20.2% |
| 1Y | -1.4% | -6.4% | +5.0% | -2.1% |
| 3Y | -33.9% | +4.7% | -38.6% | -46.2% |
| 5Y | -34.6% | -47.8% | +13.1% | -33.2% |
| All | -17.2% | +19.1% | -36.4% | -54.5% |
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