+76.3%
FDX vs ESTC
-51.0%
+127.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | -2.6% | +0.6% | -1.8% |
| 30D | +10.4% | -8.6% | +19.0% | +11.4% |
| 3M | +0.5% | +14.4% | -13.9% | -1.8% |
| 6M | +6.5% | +73.3% | -66.8% | -1.7% |
| YTD | +40.2% | +15.7% | +24.5% | +35.6% |
| 1Y | +52.1% | -7.6% | +59.7% | +51.6% |
| 3Y | +72.8% | +14.6% | +58.2% | +58.8% |
| 5Y | +76.3% | -50.0% | +126.3% | +52.1% |
| All | +76.3% | -51.0% | +127.3% | +52.1% |
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