+46.0%
FE vs ESTC
+18.0%
+28.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.4% |
| 7D | 0.0% | -11.5% | +11.5% | -0.3% |
| 30D | +5.2% | -7.5% | +12.7% | +5.0% |
| 3M | 0.0% | +23.1% | -23.1% | +0.5% |
| 6M | +5.0% | +75.3% | -70.2% | +6.3% |
| YTD | +7.9% | +14.1% | -6.2% | +8.6% |
| 1Y | +6.3% | -0.6% | +6.9% | +6.9% |
| 3Y | +46.0% | +20.8% | +25.2% | +43.3% |
| All | +46.0% | +18.0% | +28.0% | +43.3% |
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