-49.3%
COMP vs ESTC
-25.0%
-24.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.7% |
| 7D | +13.4% | -11.5% | +25.0% | +20.2% |
| 30D | +11.1% | -7.5% | +18.6% | +15.0% |
| 3M | -18.8% | +23.1% | -41.9% | -28.7% |
| 6M | +10.5% | +75.3% | -64.8% | -20.3% |
| YTD | -3.4% | +14.1% | -17.5% | -15.0% |
| 1Y | +19.7% | -0.6% | +20.3% | +10.9% |
| 3Y | +381.6% | +20.8% | +360.8% | +211.6% |
| 5Y | -17.6% | -48.8% | +31.2% | -30.5% |
| All | -49.3% | -25.0% | -24.3% | -63.2% |
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 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