+46.0%
FE vs ESTC
-52.1%
+98.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | +4.5% | -4.2% | +8.8% | +4.5% |
| 3M | +1.3% | +2.5% | -1.1% | +1.3% |
| 6M | +8.7% | +81.5% | -72.8% | +7.8% |
| YTD | +9.2% | +16.8% | -7.6% | +9.0% |
| 1Y | +7.0% | -3.5% | +10.4% | +7.1% |
| 3Y | +51.4% | +17.7% | +33.7% | +48.3% |
| All | +46.0% | -52.1% | +98.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling