+28.9%
ESTC vs COO
-4.6%
+33.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.3% | +3.3% |
| 7D | -1.2% | +4.3% | -5.5% | -3.8% |
| 30D | -8.1% | +17.6% | -25.7% | -17.2% |
| 3M | +20.2% | -13.9% | +34.0% | +30.0% |
| 6M | +72.7% | +6.6% | +66.2% | +60.9% |
| YTD | +19.6% | -22.0% | +41.6% | +36.4% |
| 1Y | +0.3% | -8.8% | +9.1% | +1.8% |
| 3Y | +22.8% | -21.5% | +44.3% | +28.0% |
| 5Y | -50.9% | -41.0% | -9.9% | -36.7% |
| All | +28.9% | -4.6% | +33.6% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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