+11.3%
ESTC vs FGI
-70.4%
+81.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.5% | -12.0% | -4.8% |
| 7D | -8.1% | +0.5% | -8.7% | -8.1% |
| 30D | +31.7% | +65.4% | -33.7% | +27.2% |
| 3M | +41.1% | +23.5% | +17.6% | +36.9% |
| 6M | +77.1% | +60.5% | +16.5% | +68.3% |
| YTD | +21.7% | +30.0% | -8.3% | +16.4% |
| 1Y | +8.4% | +82.1% | -73.7% | +0.6% |
| 3Y | +23.6% | -4.4% | +28.0% | +15.0% |
| All | +11.3% | -70.4% | +81.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling