+1,747.4%
AVGO vs ESTC
+26.3%
+1,721.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.9% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | -13.8% | +17.7% | -31.6% | -18.4% |
| 3M | -6.9% | +42.3% | -49.2% | -16.5% |
| 6M | +11.9% | +64.6% | -52.6% | -4.3% |
| YTD | +6.9% | +17.2% | -10.3% | -1.0% |
| 1Y | +7.4% | -4.2% | +11.6% | +4.2% |
| 3Y | +345.6% | +13.5% | +332.0% | +284.5% |
| 5Y | +718.9% | -45.5% | +764.4% | +708.7% |
| All | +1,747.4% | +26.3% | +1,721.1% | +1,048.6% |
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 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