+7.9%
QCOM vs ESTC
+7.3%
+0.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | +3.3% | -8.1% | +11.4% | +4.1% |
| 30D | +7.7% | +31.7% | -24.0% | +4.2% |
| 3M | -30.1% | +41.1% | -71.1% | -32.5% |
| 6M | +22.8% | +77.1% | -54.2% | +14.6% |
| YTD | +0.2% | +21.7% | -21.5% | -3.1% |
| 1Y | +7.9% | +8.4% | -0.5% | +6.4% |
| All | +7.9% | +7.3% | +0.6% | +6.4% |
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 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