-41.3%
FIS vs ESTC
+16.0%
-57.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.1% | -6.3% |
| 7D | -3.5% | +5.8% | -9.3% | -4.2% |
| 30D | -19.4% | -5.6% | -13.9% | -19.1% |
| 3M | -31.6% | +15.4% | -47.0% | -33.2% |
| 6M | -32.5% | +77.8% | -110.3% | -37.3% |
| YTD | -56.0% | +18.1% | -74.0% | -57.9% |
| 1Y | -55.5% | -3.7% | -51.9% | -57.0% |
| All | -41.3% | +16.0% | -57.3% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling