-68.6%
FIS vs ESTC
+23.0%
-91.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.6% |
| 7D | -25.5% | -11.5% | -14.0% | -24.0% |
| 30D | -15.1% | -7.5% | -7.5% | -14.2% |
| 3M | -32.1% | +23.1% | -55.2% | -35.1% |
| 6M | -36.1% | +75.3% | -111.3% | -42.6% |
| YTD | -55.4% | +14.1% | -69.5% | -57.3% |
| 1Y | -53.9% | -0.6% | -53.3% | -55.1% |
| 3Y | -39.8% | +20.8% | -60.6% | -46.8% |
| 5Y | -71.1% | -48.8% | -22.3% | -71.9% |
| All | -68.6% | +23.0% | -91.6% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling