-29.9%
COMP vs ESTC
-46.4%
+16.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +2.7% |
| 7D | +1.4% | -8.1% | +9.5% | +5.4% |
| 30D | -13.3% | +31.7% | -45.0% | -26.1% |
| 3M | +41.1% | +41.1% | +0.1% | +15.2% |
| 6M | +17.2% | +77.1% | -59.9% | -16.9% |
| YTD | +5.2% | +21.7% | -16.5% | -10.0% |
| 1Y | +18.9% | +8.4% | +10.5% | +4.8% |
| 3Y | +215.9% | +23.6% | +192.3% | +99.2% |
| All | -29.9% | -46.4% | +16.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling