+71.2%
FE vs ESTC
+24.6%
+46.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | -0.5% | -3.6% | +3.0% | -0.4% |
| 30D | +4.3% | -11.2% | +15.5% | +4.8% |
| 3M | +0.4% | +14.3% | -13.9% | -0.5% |
| 6M | +6.9% | +67.0% | -60.0% | +3.9% |
| YTD | +8.0% | +15.7% | -7.6% | +6.6% |
| 1Y | +4.8% | -6.3% | +11.1% | +4.5% |
| 3Y | +49.0% | +14.5% | +34.4% | +42.7% |
| 5Y | +46.2% | -49.9% | +96.1% | +47.2% |
| All | +71.2% | +24.6% | +46.5% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling