+186.5%
TWLO vs ESTC
+24.7%
+161.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +2.8% | -2.6% | +5.4% | +4.2% |
| 30D | -22.4% | -8.6% | -13.8% | -18.0% |
| 3M | -14.2% | +14.4% | -28.6% | -22.3% |
| 6M | +10.5% | +73.3% | -62.8% | -21.6% |
| YTD | +54.3% | +15.7% | +38.6% | +36.1% |
| 1Y | +68.0% | -7.6% | +75.6% | +66.1% |
| 3Y | +273.0% | +14.6% | +258.4% | +165.9% |
| 5Y | -26.3% | -50.0% | +23.7% | -16.8% |
| All | +186.5% | +24.7% | +161.7% | +47.7% |
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