-50.4%
COMP vs ESTC
-24.0%
-26.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -5.8% |
| 7D | +7.2% | -3.6% | +10.7% | +9.4% |
| 30D | +6.4% | -11.2% | +17.6% | +12.5% |
| 3M | -19.4% | +14.3% | -33.8% | -26.3% |
| 6M | +14.6% | +67.0% | -52.4% | -14.9% |
| YTD | -5.5% | +15.7% | -21.1% | -17.3% |
| 1Y | +13.7% | -6.3% | +19.9% | +9.0% |
| 3Y | +409.7% | +14.5% | +395.2% | +245.4% |
| 5Y | -17.0% | -49.9% | +32.9% | -29.3% |
| All | -50.4% | -24.0% | -26.4% | -64.2% |
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