+46.7%
FE vs ESTC
+15.4%
+31.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | -0.3% |
| 7D | +0.6% | -18.5% | +19.1% | +0.1% |
| 30D | +6.4% | -11.0% | +17.4% | +6.2% |
| 3M | -0.5% | +20.8% | -21.2% | 0.0% |
| 6M | +4.7% | +67.9% | -63.2% | +5.9% |
| YTD | +8.4% | +11.6% | -3.2% | +9.0% |
| 1Y | +7.2% | -3.3% | +10.5% | +7.8% |
| All | +46.7% | +15.4% | +31.2% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling