+18.2%
ESTC vs FGI
+2.3%
+15.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -18.5% | -11.6% | -6.9% | -18.2% |
| 30D | -11.0% | -3.3% | -7.7% | -11.0% |
| 3M | +20.8% | +65.6% | -44.8% | +18.0% |
| 6M | +67.9% | -2.8% | +70.7% | +64.3% |
| YTD | +11.6% | +30.1% | -18.5% | +8.8% |
| 1Y | -3.3% | +50.2% | -53.4% | -5.4% |
| All | +18.2% | +2.3% | +15.9% | +14.8% |
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