+2.0%
ESTC vs FGI
-70.3%
+72.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -18.5% | -11.6% | -6.9% | -18.1% |
| 30D | -11.0% | -3.3% | -7.7% | -10.9% |
| 3M | +20.8% | +65.6% | -44.8% | +16.5% |
| 6M | +67.9% | -2.8% | +70.7% | +63.4% |
| YTD | +11.6% | +30.1% | -18.5% | +6.6% |
| 1Y | -3.3% | +50.2% | -53.4% | -8.1% |
| 3Y | +16.4% | -0.4% | +16.8% | +7.8% |
| All | +2.0% | -70.3% | +72.4% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling