+113.8%
FFIV vs ESTC
+31.2%
+82.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | -1.0% | -8.1% | +7.2% | +0.6% |
| 30D | -5.1% | +31.7% | -36.8% | -11.0% |
| 3M | -4.5% | +41.1% | -45.5% | -11.8% |
| 6M | +36.5% | +77.1% | -40.6% | +19.6% |
| YTD | +53.0% | +21.7% | +31.3% | +43.7% |
| 1Y | +24.2% | +8.4% | +15.8% | +18.3% |
| 3Y | +137.2% | +23.6% | +113.6% | +105.2% |
| 5Y | +91.8% | -46.5% | +138.2% | +84.9% |
| All | +113.8% | +31.2% | +82.6% | +43.8% |
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