+1,694.0%
AVGO vs ESTC
+31.2%
+1,662.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.3% |
| 7D | -3.0% | -8.1% | +5.2% | -1.1% |
| 30D | -14.4% | +31.7% | -46.1% | -21.3% |
| 3M | -14.4% | +41.1% | -55.5% | -22.9% |
| 6M | +13.1% | +77.1% | -63.9% | -5.1% |
| YTD | +3.8% | +21.7% | -17.9% | -4.7% |
| 1Y | +17.8% | +8.4% | +9.4% | +10.6% |
| 3Y | +325.3% | +23.6% | +301.6% | +258.4% |
| 5Y | +689.9% | -46.5% | +736.4% | +687.1% |
| All | +1,694.0% | +31.2% | +1,662.8% | +1,005.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling