+207.2%
COMP vs ESTC
+25.2%
+182.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.6% |
| 7D | +1.4% | -8.1% | +9.5% | +3.3% |
| 30D | -13.3% | +31.7% | -45.0% | -19.5% |
| 3M | +41.1% | +41.1% | +0.1% | +28.5% |
| 6M | +17.2% | +77.1% | -59.9% | +0.2% |
| YTD | +5.2% | +21.7% | -16.5% | -1.6% |
| 1Y | +18.9% | +8.4% | +10.5% | +13.0% |
| All | +207.2% | +25.2% | +182.0% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling