+2.3%
QCOM vs ESTC
+1.6%
+0.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.4% |
| 7D | -5.3% | -15.9% | +10.5% | -3.1% |
| 30D | -4.2% | -5.5% | +1.3% | -3.3% |
| 3M | +7.0% | +26.2% | -19.2% | +3.9% |
| 6M | +3.8% | +77.0% | -73.2% | -3.8% |
| YTD | +2.8% | +18.9% | -16.0% | +0.1% |
| 1Y | +2.3% | +1.3% | +1.0% | +0.2% |
| All | +2.3% | +1.6% | +0.7% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling