+6.3%
FE vs ESTC
+1.6%
+4.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | +1.7% | -15.9% | +17.5% | +0.9% |
| 30D | +8.1% | -5.5% | +13.6% | +7.9% |
| 3M | -1.3% | +26.2% | -27.5% | 0.0% |
| 6M | +2.9% | +77.0% | -74.1% | +6.1% |
| YTD | +8.6% | +18.9% | -10.3% | +9.3% |
| 1Y | +6.3% | +1.3% | +5.0% | +6.1% |
| All | +6.3% | +1.6% | +4.8% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling