+86.6%
FDX vs ESTC
+23.0%
+63.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -3.1% |
| 7D | -1.6% | -11.5% | +9.9% | +0.2% |
| 30D | +6.6% | -7.5% | +14.1% | +7.6% |
| 3M | -2.1% | +23.1% | -25.1% | -6.2% |
| 6M | +2.2% | +75.3% | -73.1% | -8.3% |
| YTD | +33.9% | +14.1% | +19.8% | +27.8% |
| 1Y | +50.2% | -0.6% | +50.8% | +46.3% |
| 3Y | +65.5% | +20.8% | +44.7% | +46.1% |
| 5Y | +74.1% | -48.8% | +122.8% | +72.3% |
| All | +86.6% | +23.0% | +63.7% | +26.1% |
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