+67.1%
FDX vs ESTC
-46.4%
+113.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | 0.0% |
| 7D | -2.5% | -8.1% | +5.6% | -1.6% |
| 30D | +3.8% | +31.7% | -27.9% | 0.0% |
| 3M | -1.3% | +41.1% | -42.4% | -5.9% |
| 6M | +5.0% | +77.1% | -72.0% | -3.4% |
| YTD | +39.6% | +21.7% | +17.9% | +34.6% |
| 1Y | +81.1% | +8.4% | +72.7% | +76.4% |
| 3Y | +63.0% | +23.6% | +39.4% | +48.4% |
| All | +67.1% | -46.4% | +113.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling