+93.5%
FDX vs ESTC
+24.6%
+68.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | +0.5% | -3.6% | +4.0% | +1.0% |
| 30D | +9.5% | -11.2% | +20.7% | +11.3% |
| 3M | -1.3% | +14.3% | -15.7% | -4.3% |
| 6M | +5.5% | +67.0% | -61.5% | -4.5% |
| YTD | +38.9% | +15.7% | +23.2% | +32.2% |
| 1Y | +58.8% | -6.3% | +65.1% | +56.5% |
| 3Y | +71.1% | +14.5% | +56.6% | +52.9% |
| 5Y | +76.3% | -49.9% | +126.2% | +75.8% |
| All | +93.5% | +24.6% | +68.9% | +30.4% |
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