+97.3%
FANG vs ESTC
+19.1%
+78.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -9.2% | +12.1% | +4.5% |
| 30D | +2.6% | +8.1% | -5.5% | +0.5% |
| 3M | +7.6% | +38.5% | -30.9% | +0.6% |
| 6M | +17.3% | +57.8% | -40.5% | +6.5% |
| YTD | +38.7% | +10.5% | +28.1% | +32.9% |
| 1Y | +51.6% | -6.4% | +58.0% | +49.0% |
| 3Y | +50.0% | +4.7% | +45.3% | +35.7% |
| 5Y | +237.6% | -47.8% | +285.3% | +235.4% |
| All | +97.3% | +19.1% | +78.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling