-37.1%
FIS vs ESTC
+7.3%
-44.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | 0.0% |
| 7D | +1.1% | -8.1% | +9.2% | +2.7% |
| 30D | -2.2% | +31.7% | -33.9% | -8.4% |
| 3M | +2.1% | +41.1% | -38.9% | -6.1% |
| 6M | -14.7% | +77.1% | -91.7% | -25.6% |
| YTD | -35.7% | +21.7% | -57.4% | -42.4% |
| 1Y | -37.1% | +8.4% | -45.4% | -43.7% |
| All | -37.1% | +7.3% | -44.3% | -43.7% |
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