+1,504.3%
AVGO vs ESTC
+28.9%
+1,475.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.9% | +3.9% | +7.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.4% |
| 30D | -11.6% | -8.1% | -3.5% | -9.6% |
| 3M | -25.2% | +20.2% | -45.3% | -29.6% |
| 6M | -25.4% | +72.7% | -98.2% | -36.7% |
| YTD | -7.2% | +19.6% | -26.8% | -14.6% |
| 1Y | -7.9% | +0.3% | -8.2% | -11.4% |
| 3Y | +262.1% | +22.8% | +239.3% | +206.4% |
| 5Y | +525.7% | -50.9% | +576.6% | +542.6% |
| All | +1,504.3% | +28.9% | +1,475.4% | +891.2% |
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