+93.1%
FDX vs ESTC
+28.9%
+64.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +2.7% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | +9.3% | -8.1% | +17.4% | +10.5% |
| 3M | +0.5% | +20.2% | -19.7% | -3.3% |
| 6M | +5.3% | +72.7% | -67.4% | -5.2% |
| YTD | +38.6% | +19.6% | +18.9% | +31.3% |
| 1Y | +53.5% | +0.3% | +53.3% | +49.5% |
| 3Y | +74.2% | +22.8% | +51.4% | +53.7% |
| 5Y | +75.3% | -50.9% | +126.1% | +76.0% |
| All | +93.1% | +28.9% | +64.2% | +29.5% |
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