+1,726.5%
AVGO vs ESTC
+23.7%
+1,702.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.6% |
| 7D | -0.8% | -3.3% | +2.6% | -0.1% |
| 30D | -13.7% | +13.4% | -27.2% | -17.5% |
| 3M | -6.9% | +41.3% | -48.3% | -16.4% |
| 6M | +5.8% | +62.6% | -56.8% | -9.3% |
| YTD | +5.7% | +14.8% | -9.1% | -1.6% |
| 1Y | +9.0% | -5.1% | +14.1% | +5.9% |
| 3Y | +340.5% | +11.2% | +329.4% | +282.2% |
| 5Y | +711.1% | -47.0% | +758.0% | +706.8% |
| All | +1,726.5% | +23.7% | +1,702.8% | +1,041.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling