+2,175.9%
TSLA vs ESTC
+27.2%
+2,148.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +0.9% |
| 7D | +15.6% | +5.8% | +9.9% | +13.3% |
| 30D | +5.9% | -5.6% | +11.5% | +8.1% |
| 3M | +21.4% | +15.4% | +5.9% | +13.1% |
| 6M | -8.3% | +77.8% | -86.1% | -28.8% |
| YTD | -11.6% | +18.1% | -29.7% | -21.3% |
| 1Y | -7.7% | -3.7% | -4.0% | -11.6% |
| 3Y | +85.2% | +16.9% | +68.3% | +45.8% |
| 5Y | +15.4% | -51.2% | +66.6% | +19.2% |
| All | +2,175.9% | +27.2% | +2,148.7% | +1,254.6% |
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