-54.2%
COMP vs ESTC
-26.6%
-27.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -6.1% | -2.1% | -5.2% |
| 7D | -1.8% | -18.5% | +16.7% | +8.2% |
| 30D | -0.8% | -11.0% | +10.2% | +4.6% |
| 3M | -28.1% | +20.8% | -48.9% | -36.3% |
| 6M | +27.0% | +67.9% | -40.9% | -6.7% |
| YTD | -12.8% | +11.6% | -24.4% | -22.5% |
| 1Y | +4.9% | -3.3% | +8.2% | -1.5% |
| 3Y | +321.0% | +16.4% | +304.6% | +178.1% |
| 5Y | -25.6% | -49.9% | +24.3% | -36.6% |
| All | -54.2% | -26.6% | -27.6% | -66.5% |
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 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