+33.8%
FFIV vs ESTC
-52.1%
+85.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -0.5% | +2.4% | -3.0% | -1.0% |
| 30D | -32.4% | -4.2% | -28.1% | -31.9% |
| 3M | -25.7% | +2.5% | -28.2% | -26.5% |
| 6M | -13.5% | +81.5% | -95.0% | -23.8% |
| YTD | +21.1% | +16.8% | +4.3% | +14.9% |
| 1Y | +29.4% | -3.5% | +32.9% | +26.6% |
| 3Y | +94.9% | +17.7% | +77.2% | +71.0% |
| All | +33.8% | -52.1% | +85.9% | +21.7% |
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 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