+30.9%
QCOM vs ESTC
-46.4%
+77.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.1% |
| 7D | +3.3% | -8.1% | +11.4% | +5.1% |
| 30D | +7.7% | +31.7% | -24.0% | +0.1% |
| 3M | -30.1% | +41.1% | -71.1% | -36.2% |
| 6M | +22.8% | +77.1% | -54.2% | +5.0% |
| YTD | +0.2% | +21.7% | -21.5% | -6.8% |
| 1Y | +7.9% | +8.4% | -0.5% | +2.2% |
| 3Y | +55.8% | +23.6% | +32.2% | +31.2% |
| All | +30.9% | -46.4% | +77.2% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling