+59.7%
FDS vs ESTC
+28.9%
+30.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.2% | -1.2% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | +13.8% | -8.1% | +21.9% | +15.0% |
| 3M | +14.8% | +20.2% | -5.3% | +10.3% |
| 6M | +47.4% | +72.7% | -25.4% | +33.0% |
| YTD | +14.2% | +19.6% | -5.5% | +8.7% |
| 1Y | +26.6% | +0.3% | +26.4% | +23.3% |
| 3Y | -24.4% | +22.8% | -47.2% | -32.4% |
| 5Y | -22.6% | -50.9% | +28.2% | -23.1% |
| All | +59.7% | +28.9% | +30.8% | +12.5% |
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