-44.8%
COMP vs ESTC
-20.0%
-24.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.9% |
| 3M | +41.1% | +41.1% | +0.1% | +15.5% |
| 6M | +17.2% | +77.1% | -59.9% | -16.5% |
| YTD | +5.2% | +21.7% | -16.5% | -9.9% |
| 1Y | +18.9% | +8.4% | +10.5% | +5.0% |
| 3Y | +215.9% | +23.6% | +192.3% | +102.5% |
| 5Y | -31.2% | -46.5% | +15.3% | -43.2% |
| All | -44.8% | -20.0% | -24.8% | -61.0% |
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