+36.6%
FFIV vs ESTC
+1.6%
+35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -9.8% | -15.9% | +6.1% | -7.7% |
| 30D | -28.1% | -5.5% | -22.6% | -27.5% |
| 3M | -20.0% | +26.2% | -46.2% | -22.9% |
| 6M | -0.1% | +77.0% | -77.1% | -9.6% |
| YTD | +29.2% | +18.9% | +10.3% | +18.8% |
| 1Y | +36.6% | +1.3% | +35.3% | +22.4% |
| All | +36.6% | +1.6% | +35.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling