-56.5%
FISV vs ESTC
-47.2%
-9.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.5% |
| 7D | -1.6% | -4.3% | +2.7% | -1.0% |
| 30D | -3.0% | +17.7% | -20.7% | -5.5% |
| 3M | -3.5% | +42.3% | -45.8% | -8.8% |
| 6M | -19.4% | +64.6% | -84.0% | -25.5% |
| YTD | -24.3% | +17.2% | -41.5% | -27.1% |
| 1Y | -62.4% | -4.2% | -58.2% | -63.0% |
| 3Y | -58.2% | +13.5% | -71.7% | -61.5% |
| 5Y | -56.5% | -45.5% | -11.0% | -59.6% |
| All | -56.5% | -47.2% | -9.3% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling