+46.3%
FE vs ESTC
-48.9%
+95.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -1.4% |
| 7D | -1.0% | -11.5% | +10.5% | -0.9% |
| 30D | +4.1% | -7.5% | +11.7% | +4.2% |
| 3M | -1.0% | +23.1% | -24.1% | -1.3% |
| 6M | +4.0% | +75.3% | -71.3% | +3.3% |
| YTD | +6.8% | +14.1% | -7.3% | +6.6% |
| 1Y | +5.3% | -0.6% | +5.9% | +5.3% |
| 3Y | +44.6% | +20.8% | +23.8% | +41.5% |
| All | +46.3% | -48.9% | +95.2% | +38.1% |
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