-60.0%
FISV vs ESTC
+11.0%
-71.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.3% | -4.1% |
| 7D | -6.4% | -3.3% | -3.1% | -6.0% |
| 30D | -6.8% | +13.4% | -20.3% | -8.6% |
| 3M | -10.0% | +41.3% | -51.3% | -14.2% |
| 6M | -20.6% | +62.6% | -83.2% | -25.8% |
| YTD | -27.6% | +14.8% | -42.3% | -30.3% |
| 1Y | -64.3% | -5.1% | -59.3% | -65.2% |
| All | -60.0% | +11.0% | -71.0% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling