+2,006.2%
TSLA vs ESTC
+23.7%
+1,982.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | +3.0% | -3.3% | +6.4% | +4.3% |
| 30D | +11.2% | +13.4% | -2.3% | +4.5% |
| 3M | -7.3% | +41.3% | -48.6% | -20.3% |
| 6M | -7.7% | +62.6% | -70.3% | -26.2% |
| YTD | -18.2% | +14.8% | -33.0% | -26.2% |
| 1Y | +6.0% | -5.1% | +11.1% | +1.5% |
| 3Y | +48.0% | +11.2% | +36.9% | +18.3% |
| 5Y | +46.2% | -47.0% | +93.2% | +43.9% |
| All | +2,006.2% | +23.7% | +1,982.5% | +1,170.3% |
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