+47.6%
FDS vs ESTC
+31.2%
+16.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -2.7% |
| 7D | -1.9% | -8.1% | +6.2% | -0.5% |
| 30D | +9.0% | +31.7% | -22.7% | +3.5% |
| 3M | +18.9% | +41.1% | -22.2% | +11.4% |
| 6M | +35.1% | +77.1% | -41.9% | +21.8% |
| YTD | +5.5% | +21.7% | -16.2% | +0.5% |
| 1Y | -16.8% | +8.4% | -25.2% | -19.8% |
| 3Y | -28.1% | +23.6% | -51.7% | -35.7% |
| 5Y | -17.4% | -46.5% | +29.0% | -19.2% |
| All | +47.6% | +31.2% | +16.4% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling