+361.7%
FAST vs ESTC
+20.3%
+341.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | +0.2% |
| 7D | +0.7% | -18.5% | +19.2% | +3.1% |
| 30D | +4.6% | -11.0% | +15.6% | +5.9% |
| 3M | +6.4% | +20.8% | -14.4% | +3.0% |
| 6M | +20.6% | +67.9% | -47.3% | +11.3% |
| YTD | +34.7% | +11.6% | +23.1% | +30.2% |
| 1Y | +29.7% | -3.3% | +32.9% | +27.5% |
| 3Y | +89.9% | +16.4% | +73.5% | +72.3% |
| 5Y | +105.0% | -49.9% | +154.8% | +102.1% |
| All | +361.7% | +20.3% | +341.5% | +238.0% |
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