+25.5%
FDS vs ESTC
+0.3%
+25.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.2% | -1.9% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | +13.8% | -8.1% | +21.9% | +16.0% |
| 3M | +14.8% | +20.2% | -5.3% | +5.0% |
| 6M | +47.4% | +72.7% | -25.4% | +17.3% |
| YTD | +14.2% | +19.6% | -5.5% | -5.8% |
| All | +25.5% | +0.3% | +25.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling