+93.7%
FAST vs ESTC
+18.0%
+75.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | +0.1% |
| 7D | +2.1% | -11.5% | +13.6% | +2.6% |
| 30D | +6.9% | -7.5% | +14.4% | +7.1% |
| 3M | +4.8% | +23.1% | -18.2% | +3.5% |
| 6M | +19.8% | +75.3% | -55.5% | +15.9% |
| YTD | +34.9% | +14.1% | +20.8% | +33.9% |
| 1Y | +32.8% | -0.6% | +33.4% | +32.9% |
| 3Y | +93.7% | +20.8% | +72.9% | +88.1% |
| All | +93.7% | +18.0% | +75.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling