+52.1%
QCOM vs ESTC
+20.1%
+32.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.8% |
| 7D | +5.8% | -1.2% | +7.0% | +6.1% |
| 30D | -2.3% | -8.1% | +5.8% | -0.8% |
| 3M | +2.7% | +20.2% | -17.5% | -0.7% |
| 6M | -21.0% | +72.7% | -93.8% | -28.4% |
| YTD | +1.8% | +19.6% | -17.8% | -2.5% |
| 1Y | +2.4% | +0.3% | +2.2% | +0.8% |
| 3Y | +52.1% | +22.8% | +29.3% | +47.1% |
| All | +52.1% | +20.1% | +32.0% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling