+44.6%
FE vs ESTC
+18.0%
+26.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -1.4% |
| 7D | -1.0% | -11.5% | +10.5% | -1.3% |
| 30D | +4.1% | -7.5% | +11.7% | +4.0% |
| 3M | -1.0% | +23.1% | -24.1% | -0.5% |
| 6M | +4.0% | +75.3% | -71.3% | +5.2% |
| YTD | +6.8% | +14.1% | -7.3% | +7.5% |
| 1Y | +5.3% | -0.6% | +5.9% | +5.9% |
| 3Y | +44.6% | +20.8% | +23.8% | +41.9% |
| All | +44.6% | +18.0% | +26.6% | +41.9% |
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