-54.8%
FIS vs ESTC
+31.2%
-85.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.2% |
| 7D | +1.1% | -8.1% | +9.2% | +2.4% |
| 30D | -2.2% | +31.7% | -33.9% | -7.2% |
| 3M | +2.1% | +41.1% | -38.9% | -4.3% |
| 6M | -14.7% | +77.1% | -91.7% | -23.4% |
| YTD | -35.7% | +21.7% | -57.4% | -38.9% |
| 1Y | -37.1% | +8.4% | -45.4% | -39.4% |
| 3Y | -20.0% | +23.6% | -43.6% | -29.5% |
| 5Y | -62.1% | -46.5% | -15.7% | -63.4% |
| All | -54.8% | +31.2% | -85.9% | -70.5% |
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 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