+761.7%
ANET vs ESTC
-49.0%
+810.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -1.1% |
| 7D | -1.3% | -13.2% | +11.9% | +2.3% |
| 30D | -4.5% | +9.3% | -13.8% | -8.0% |
| 3M | +24.5% | +37.3% | -12.8% | +11.7% |
| 6M | +35.4% | +61.0% | -25.6% | +15.1% |
| YTD | +44.2% | +10.7% | +33.6% | +35.2% |
| 1Y | +25.4% | -7.2% | +32.6% | +23.1% |
| 3Y | +284.8% | +7.2% | +277.6% | +237.4% |
| 5Y | +761.7% | -47.7% | +809.4% | +699.5% |
| All | +761.7% | -49.0% | +810.6% | +699.5% |
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