-63.0%
FISV vs ESTC
-8.5%
-54.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.4% |
| 7D | -7.2% | -13.2% | +6.0% | -4.1% |
| 30D | -7.2% | +9.3% | -16.5% | -9.8% |
| 3M | -8.2% | +37.3% | -45.5% | -15.9% |
| 6M | -17.7% | +61.0% | -78.7% | -27.9% |
| YTD | -27.2% | +10.7% | -37.8% | -32.8% |
| 1Y | -63.0% | -7.2% | -55.8% | -66.0% |
| All | -63.0% | -8.5% | -54.4% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling