+20.8%
ESTC vs FGI
+1.5%
+19.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -11.5% | -7.0% | -4.6% | -11.4% |
| 30D | -7.5% | -4.2% | -3.3% | -7.5% |
| 3M | +23.1% | +55.6% | -32.5% | +20.3% |
| 6M | +75.3% | -3.2% | +78.4% | +71.5% |
| YTD | +14.1% | +29.1% | -15.0% | +11.3% |
| 1Y | -0.6% | +51.0% | -51.6% | -2.8% |
| 3Y | +20.8% | +1.5% | +19.3% | +17.4% |
| All | +20.8% | +1.5% | +19.3% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling