+47.0%
QCOM vs ESTC
+18.0%
+29.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.2% |
| 7D | +0.4% | -11.5% | +11.9% | +2.4% |
| 30D | -6.6% | -7.5% | +0.9% | -5.3% |
| 3M | +3.7% | +23.1% | -19.4% | -0.1% |
| 6M | -13.3% | +75.3% | -88.6% | -21.6% |
| YTD | -1.8% | +14.1% | -15.9% | -5.1% |
| 1Y | -2.5% | -0.6% | -1.9% | -4.0% |
| 3Y | +47.0% | +20.8% | +26.2% | +42.9% |
| All | +47.0% | +18.0% | +29.0% | +42.9% |
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