+66.9%
FBTC vs ESTC
-19.5%
+86.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.1% |
| 7D | +1.5% | -4.3% | +5.8% | +2.3% |
| 30D | +20.7% | +17.7% | +3.0% | +16.3% |
| 3M | +23.7% | +42.3% | -18.6% | +14.5% |
| 6M | +15.0% | +64.6% | -49.5% | +2.7% |
| YTD | -10.5% | +17.2% | -27.7% | -14.7% |
| 1Y | -30.3% | -4.2% | -26.0% | -31.0% |
| All | +66.9% | -19.5% | +86.3% | +54.7% |
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