-83.7%
FIG vs ESTC
-2.5%
-81.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.7% |
| 7D | -13.1% | -11.5% | -1.6% | -6.6% |
| 30D | -13.0% | -7.5% | -5.5% | -9.0% |
| 3M | -21.5% | +23.1% | -44.6% | -33.6% |
| 6M | -2.5% | +75.3% | -77.8% | -32.6% |
| YTD | -49.7% | +14.1% | -63.8% | -60.5% |
| 1Y | -59.1% | -0.6% | -58.5% | -67.3% |
| All | -83.7% | -2.5% | -81.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling