-83.2%
FIG vs ESTC
-0.2%
-83.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | +3.4% | +2.4% | +1.0% | +1.9% |
| 30D | -9.5% | -4.2% | -5.2% | -7.2% |
| 3M | -26.2% | +2.5% | -28.7% | -29.1% |
| 6M | +2.7% | +81.5% | -78.8% | -30.5% |
| YTD | -48.0% | +16.8% | -64.8% | -59.8% |
| 1Y | -52.0% | -3.5% | -48.6% | -62.1% |
| All | -83.2% | -0.2% | -83.0% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling