+101.7%
FFIV vs ESTC
+13.7%
+88.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.9% | -2.6% | -0.3% | -2.6% |
| 30D | -32.4% | -8.6% | -23.8% | -31.6% |
| 3M | -22.7% | +14.4% | -37.1% | -24.4% |
| 6M | -10.7% | +73.3% | -84.0% | -18.0% |
| YTD | +25.4% | +15.7% | +9.6% | +20.4% |
| 1Y | +34.2% | -7.6% | +41.7% | +32.1% |
| All | +101.7% | +13.7% | +88.1% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling