-51.1%
FIS vs ESTC
+1.6%
-52.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -0.9% | -22.8% | -23.5% |
| 7D | -18.4% | -15.9% | -2.6% | -15.8% |
| 30D | -11.4% | -5.5% | -5.9% | -10.9% |
| 3M | -32.0% | +26.2% | -58.2% | -36.6% |
| 6M | -35.6% | +77.0% | -112.6% | -44.7% |
| YTD | -53.8% | +18.9% | -72.7% | -59.1% |
| 1Y | -51.1% | +1.3% | -52.4% | -57.2% |
| All | -51.1% | +1.6% | -52.6% | -57.2% |
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