+41.1%
TSLA vs ESTC
-46.4%
+87.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.4% |
| 7D | +1.5% | -8.1% | +9.6% | +4.4% |
| 30D | +10.1% | +31.7% | -21.6% | -0.9% |
| 3M | -15.4% | +41.1% | -56.4% | -25.9% |
| 6M | -12.8% | +77.1% | -89.8% | -30.6% |
| YTD | -21.3% | +21.7% | -43.0% | -29.3% |
| 1Y | +4.6% | +8.4% | -3.8% | -3.6% |
| 3Y | +44.5% | +23.6% | +20.9% | +13.4% |
| All | +41.1% | -46.4% | +87.5% | +15.6% |
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 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