-70.8%
FIS vs ESTC
-52.1%
-18.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | -16.7% | -4.2% | -12.5% | -16.5% |
| 3M | -32.3% | +2.5% | -34.8% | -33.1% |
| 6M | -29.1% | +81.5% | -110.5% | -35.9% |
| YTD | -54.1% | +16.8% | -71.0% | -56.2% |
| 1Y | -53.7% | -3.5% | -50.3% | -54.8% |
| 3Y | -38.8% | +17.7% | -56.6% | -45.3% |
| All | -70.8% | -52.1% | -18.7% | -74.6% |
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