-23.8%
FDS vs ESTC
+18.0%
-41.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.1% |
| 7D | -0.5% | -11.5% | +11.0% | +1.4% |
| 30D | +20.2% | -7.5% | +27.7% | +21.3% |
| 3M | +19.9% | +23.1% | -3.2% | +14.8% |
| 6M | +56.2% | +75.3% | -19.1% | +41.8% |
| YTD | +14.6% | +14.1% | +0.5% | +8.2% |
| 1Y | +31.6% | -0.6% | +32.2% | +25.4% |
| 3Y | -23.8% | +20.8% | -44.6% | -27.8% |
| All | -23.8% | +18.0% | -41.8% | -27.8% |
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