-69.1%
FIS vs ESTC
+28.9%
-98.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.2% | -2.2% |
| 7D | -29.4% | -1.2% | -28.2% | -29.3% |
| 30D | -16.7% | -8.1% | -8.6% | -15.8% |
| 3M | -33.0% | +20.2% | -53.1% | -35.6% |
| 6M | -33.3% | +72.7% | -106.1% | -40.0% |
| YTD | -56.0% | +19.6% | -75.6% | -58.2% |
| 1Y | -54.6% | +0.3% | -54.8% | -55.8% |
| 3Y | -40.6% | +22.8% | -63.4% | -47.7% |
| 5Y | -71.9% | -50.9% | -21.1% | -72.4% |
| All | -69.1% | +28.9% | -98.0% | -79.9% |
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 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