-7.6%
TSLA vs ESTC
-48.9%
+41.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.5% |
| 7D | -10.4% | -11.5% | +1.1% | -6.6% |
| 30D | -5.2% | -7.5% | +2.4% | -2.8% |
| 3M | +12.1% | +23.1% | -11.0% | +2.9% |
| 6M | -10.2% | +75.3% | -85.4% | -28.2% |
| YTD | -20.3% | +14.1% | -34.4% | -27.1% |
| 1Y | -19.7% | -0.6% | -19.1% | -23.4% |
| 3Y | +63.4% | +20.8% | +42.6% | +29.2% |
| All | -7.6% | -48.9% | +41.3% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling