+183.7%
CSCO vs ESTC
+26.3%
+157.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | -0.5% | -4.3% | +3.8% | 0.0% |
| 30D | -10.1% | +17.7% | -27.8% | -12.6% |
| 3M | -11.7% | +42.3% | -54.0% | -16.6% |
| 6M | +40.1% | +64.6% | -24.5% | +29.1% |
| YTD | +43.8% | +17.2% | +26.6% | +38.2% |
| 1Y | +66.6% | -4.2% | +70.8% | +64.0% |
| 3Y | +108.5% | +13.5% | +95.0% | +91.1% |
| 5Y | +114.0% | -45.5% | +159.5% | +111.2% |
| All | +183.7% | +26.3% | +157.3% | +94.0% |
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