+25.3%
FFIV vs ESTC
-2.5%
+27.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -8.1% | -11.5% | +3.4% | -6.5% |
| 30D | -33.4% | -7.5% | -25.8% | -32.6% |
| 3M | -24.7% | +23.1% | -47.8% | -27.3% |
| 6M | -8.8% | +75.3% | -84.1% | -17.6% |
| YTD | +21.8% | +14.1% | +7.7% | +12.7% |
| 1Y | +25.3% | -0.6% | +25.9% | +13.7% |
| All | +25.3% | -2.5% | +27.8% | +13.7% |
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