-23.9%
FDS vs ESTC
+14.8%
-38.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +14.8% | -4.2% | +19.1% | +15.2% |
| 3M | +16.3% | +2.5% | +13.8% | +14.9% |
| 6M | +66.2% | +81.5% | -15.3% | +50.0% |
| YTD | +16.2% | +16.8% | -0.6% | +9.3% |
| 1Y | +21.8% | -3.5% | +25.3% | +16.1% |
| 3Y | -23.9% | +17.7% | -41.6% | -28.1% |
| All | -23.9% | +14.8% | -38.7% | -28.1% |
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