+92.2%
FANG vs ESTC
+26.3%
+65.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.8% |
| 7D | -1.7% | -4.3% | +2.6% | -1.1% |
| 30D | +6.8% | +17.7% | -11.0% | +3.1% |
| 3M | +1.3% | +42.3% | -41.0% | -5.6% |
| 6M | +11.8% | +64.6% | -52.8% | +0.8% |
| YTD | +35.1% | +17.2% | +17.9% | +28.2% |
| 1Y | +48.9% | -4.2% | +53.1% | +45.9% |
| 3Y | +42.8% | +13.5% | +29.3% | +27.4% |
| 5Y | +230.3% | -45.5% | +275.8% | +226.8% |
| All | +92.2% | +26.3% | +65.9% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling