+252.9%
FERG vs ESTC
+31.2%
+221.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +2.8% |
| 7D | 0.0% | -8.1% | +8.1% | +0.8% |
| 30D | -10.2% | +31.7% | -41.9% | -13.3% |
| 3M | -0.6% | +41.1% | -41.6% | -4.9% |
| 6M | -6.5% | +77.1% | -83.6% | -13.4% |
| YTD | +4.2% | +21.7% | -17.5% | +0.5% |
| 1Y | -2.3% | +8.4% | -10.6% | -4.7% |
| 3Y | +48.5% | +23.6% | +24.9% | +38.7% |
| 5Y | +72.0% | -46.5% | +118.5% | +64.2% |
| All | +252.9% | +31.2% | +221.7% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling