+70.2%
FFIV vs ESTC
+23.0%
+47.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -8.1% | -11.5% | +3.4% | -5.9% |
| 30D | -33.4% | -7.5% | -25.8% | -32.4% |
| 3M | -24.7% | +23.1% | -47.8% | -28.6% |
| 6M | -8.8% | +75.3% | -84.1% | -19.9% |
| YTD | +21.8% | +14.1% | +7.7% | +15.7% |
| 1Y | +25.3% | -0.6% | +25.9% | +21.6% |
| 3Y | +101.2% | +20.8% | +80.3% | +75.0% |
| 5Y | +40.2% | -48.8% | +89.0% | +36.6% |
| All | +70.2% | +23.0% | +47.2% | +15.8% |
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