+6.8%
ESTC vs FGI
-74.8%
+81.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -25.2% | +24.2% | -0.1% |
| 7D | +2.4% | -14.4% | +16.8% | +2.8% |
| 30D | -4.2% | -11.8% | +7.5% | -4.0% |
| 3M | +2.5% | -46.2% | +48.7% | +4.3% |
| 6M | +81.5% | +5.2% | +76.3% | +76.5% |
| YTD | +16.8% | +10.5% | +6.3% | +12.1% |
| 1Y | -3.5% | +25.5% | -28.9% | -7.9% |
| 3Y | +17.7% | -16.0% | +33.7% | +9.6% |
| All | +6.8% | -74.8% | +81.6% | +7.7% |
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