-65.6%
FIS vs ESTC
-47.2%
-18.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.7% | -2.2% | -5.3% |
| 7D | -3.5% | -4.3% | +0.8% | -2.9% |
| 30D | -7.8% | +17.7% | -25.6% | -10.4% |
| 3M | +0.8% | +42.3% | -41.5% | -4.9% |
| 6M | -21.9% | +64.6% | -86.5% | -28.1% |
| YTD | -39.5% | +17.2% | -56.7% | -41.9% |
| 1Y | -41.0% | -4.2% | -36.8% | -42.1% |
| 3Y | -23.6% | +13.5% | -37.1% | -30.9% |
| 5Y | -65.6% | -45.5% | -20.1% | -69.5% |
| All | -65.6% | -47.2% | -18.4% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling