+157.3%
CSCO vs ESTC
+28.9%
+128.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.3% | +4.5% |
| 7D | -2.9% | -1.2% | -1.7% | -2.7% |
| 30D | -16.7% | -8.1% | -8.6% | -15.8% |
| 3M | -18.4% | +20.2% | -38.6% | -21.0% |
| 6M | +2.9% | +72.7% | -69.8% | -5.5% |
| YTD | +30.4% | +19.6% | +10.8% | +25.0% |
| 1Y | +41.4% | +0.3% | +41.1% | +38.5% |
| 3Y | +104.7% | +22.8% | +81.9% | +85.7% |
| 5Y | +96.9% | -50.9% | +147.8% | +99.4% |
| All | +157.3% | +28.9% | +128.4% | +75.4% |
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