+144.8%
CSCO vs ESTC
+23.0%
+121.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.2% |
| 7D | -10.2% | -11.5% | +1.3% | -8.7% |
| 30D | -20.1% | -7.5% | -12.5% | -19.3% |
| 3M | -22.1% | +23.1% | -45.1% | -24.8% |
| 6M | +3.2% | +75.3% | -72.1% | -5.5% |
| YTD | +24.1% | +14.1% | +10.0% | +19.6% |
| 1Y | +34.6% | -0.6% | +35.1% | +31.8% |
| 3Y | +90.0% | +20.8% | +69.2% | +72.5% |
| 5Y | +88.6% | -48.8% | +137.3% | +88.4% |
| All | +144.8% | +23.0% | +121.8% | +67.9% |
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