-55.8%
FIG vs ESTC
+7.3%
-63.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -1.7% |
| 7D | -16.3% | -8.1% | -8.2% | -12.3% |
| 30D | -14.3% | +31.7% | -46.0% | -30.7% |
| 3M | +7.2% | +41.1% | -33.9% | -17.4% |
| 6M | -18.6% | +77.1% | -95.7% | -45.2% |
| YTD | -35.5% | +21.7% | -57.2% | -52.1% |
| 1Y | -55.8% | +8.4% | -64.2% | -66.7% |
| All | -55.8% | +7.3% | -63.1% | -66.7% |
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