-39.6%
FISV vs ESTC
+19.3%
-58.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.2% |
| 7D | -7.2% | -13.2% | +6.0% | -4.9% |
| 30D | -7.2% | +9.3% | -16.5% | -9.0% |
| 3M | -8.2% | +37.3% | -45.5% | -13.7% |
| 6M | -17.7% | +61.0% | -78.7% | -25.0% |
| YTD | -27.2% | +10.7% | -37.8% | -29.6% |
| 1Y | -63.0% | -7.2% | -55.8% | -63.3% |
| 3Y | -59.8% | +7.2% | -66.9% | -63.4% |
| 5Y | -55.8% | -47.7% | -8.1% | -56.5% |
| All | -39.6% | +19.3% | -58.9% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling