-0.6%
ESTC vs FGI
+46.9%
-47.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -11.5% | -7.0% | -4.6% | -11.2% |
| 30D | -7.5% | -4.2% | -3.3% | -7.4% |
| 3M | +23.1% | +55.6% | -32.5% | +16.9% |
| 6M | +75.3% | -3.2% | +78.4% | +67.9% |
| YTD | +14.1% | +29.1% | -15.0% | +8.1% |
| 1Y | -0.6% | +51.0% | -51.6% | -5.3% |
| All | -0.6% | +46.9% | -47.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling