-83.6%
FIG vs ESTC
-1.1%
-82.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -14.3% | -2.6% | -11.6% | -12.5% |
| 30D | -13.6% | -8.6% | -5.0% | -9.0% |
| 3M | -23.7% | +14.4% | -38.1% | -32.0% |
| 6M | -5.4% | +73.3% | -78.7% | -34.4% |
| YTD | -49.2% | +15.7% | -65.0% | -60.5% |
| 1Y | -57.4% | -7.6% | -49.8% | -65.9% |
| All | -83.6% | -1.1% | -82.5% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling