-50.2%
COMP vs ESTC
-21.9%
-28.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.1% |
| 7D | +9.5% | -15.9% | +25.3% | +18.5% |
| 30D | +8.1% | -5.5% | +13.6% | +10.5% |
| 3M | -16.3% | +26.2% | -42.5% | -27.5% |
| 6M | +42.2% | +77.0% | -34.8% | +1.7% |
| YTD | -5.0% | +18.9% | -23.9% | -18.2% |
| 1Y | +20.1% | +1.3% | +18.8% | +10.2% |
| 3Y | +358.4% | +24.0% | +334.5% | +193.5% |
| 5Y | -21.9% | -47.7% | +25.7% | -35.1% |
| All | -50.2% | -21.9% | -28.3% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling