+91.9%
FDX vs ESTC
+20.3%
+71.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.1% | +2.3% | -2.9% |
| 7D | +2.9% | -18.5% | +21.4% | +6.2% |
| 30D | +9.6% | -11.0% | +20.6% | +11.3% |
| 3M | +2.4% | +20.8% | -18.4% | -1.6% |
| 6M | +9.2% | +67.9% | -58.7% | -1.3% |
| YTD | +37.7% | +11.6% | +26.1% | +31.9% |
| 1Y | +56.1% | -3.3% | +59.4% | +52.7% |
| 3Y | +68.9% | +16.4% | +52.5% | +50.1% |
| 5Y | +79.0% | -49.9% | +128.8% | +77.8% |
| All | +91.9% | +20.3% | +71.6% | +30.1% |
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 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