-57.4%
FIS vs ESTC
+26.3%
-83.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.2% | -5.3% |
| 7D | -3.5% | -4.3% | +0.8% | -2.8% |
| 30D | -7.8% | +17.7% | -25.6% | -10.7% |
| 3M | +0.8% | +42.3% | -41.5% | -5.6% |
| 6M | -21.9% | +64.6% | -86.5% | -29.0% |
| YTD | -39.5% | +17.2% | -56.7% | -42.1% |
| 1Y | -41.0% | -4.2% | -36.8% | -42.0% |
| 3Y | -23.6% | +13.5% | -37.1% | -31.6% |
| 5Y | -65.6% | -45.5% | -20.1% | -66.9% |
| All | -57.4% | +26.3% | -83.8% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling