-56.6%
FIG vs ESTC
+0.7%
-57.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -2.0% | -3.5% |
| 7D | -16.4% | -4.3% | -12.1% | -14.2% |
| 30D | -2.3% | +17.7% | -20.0% | -15.0% |
| 3M | +7.8% | +42.3% | -34.5% | -18.1% |
| 6M | -21.8% | +64.6% | -86.4% | -46.1% |
| YTD | -39.1% | +17.2% | -56.3% | -53.8% |
| 1Y | -56.6% | -4.2% | -52.4% | -64.7% |
| All | -56.6% | +0.7% | -57.4% | -64.7% |
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