+8.0%
COMP vs ESTC
-8.0%
+16.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +2.2% | -2.6% | +4.8% | +2.9% |
| 30D | +16.3% | -8.6% | +24.9% | +18.2% |
| 3M | -19.1% | +14.4% | -33.5% | -21.2% |
| 6M | +17.1% | +73.3% | -56.2% | +6.4% |
| YTD | -2.9% | +15.7% | -18.7% | -9.8% |
| All | +8.0% | -8.0% | +16.0% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling