-50.2%
COMP vs ESTC
-22.4%
-27.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.1% |
| 7D | +8.9% | +5.8% | +3.1% | +6.2% |
| 30D | +14.0% | -5.6% | +19.5% | +16.9% |
| 3M | -21.1% | +15.4% | -36.6% | -28.2% |
| 6M | +20.1% | +77.8% | -57.7% | -13.6% |
| YTD | -5.0% | +18.1% | -23.1% | -17.7% |
| 1Y | +5.7% | -3.7% | +9.4% | 0.0% |
| 3Y | +412.2% | +16.9% | +395.4% | +243.5% |
| 5Y | -12.1% | -51.2% | +39.2% | -24.4% |
| All | -50.2% | -22.4% | -27.8% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling