+474.0%
AVGO vs ESTC
-48.9%
+522.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -9.9% | -11.5% | +1.6% | -7.5% |
| 30D | -22.0% | -7.5% | -14.5% | -20.7% |
| 3M | -30.0% | +23.1% | -53.1% | -33.9% |
| 6M | -30.7% | +75.3% | -106.0% | -40.0% |
| YTD | -14.7% | +14.1% | -28.8% | -19.5% |
| 1Y | -16.8% | -0.6% | -16.2% | -19.2% |
| 3Y | +244.4% | +20.8% | +223.6% | +202.0% |
| All | +474.0% | -48.9% | +522.9% | +453.2% |
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 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