+384.9%
FAST vs ESTC
+27.2%
+357.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | +5.0% | +5.8% | -0.8% | +4.3% |
| 30D | +8.6% | -5.6% | +14.1% | +9.1% |
| 3M | +6.9% | +15.4% | -8.5% | +4.2% |
| 6M | +29.6% | +77.8% | -48.2% | +18.8% |
| YTD | +41.4% | +18.1% | +23.4% | +35.8% |
| 1Y | +38.5% | -3.7% | +42.2% | +36.5% |
| 3Y | +98.7% | +16.9% | +81.9% | +80.7% |
| 5Y | +108.0% | -51.2% | +159.3% | +107.1% |
| All | +384.9% | +27.2% | +357.6% | +252.5% |
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