-34.6%
FISV vs ESTC
+31.2%
-65.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.3% |
| 7D | -0.3% | -8.1% | +7.8% | +1.1% |
| 30D | -2.1% | +31.7% | -33.7% | -7.1% |
| 3M | -5.7% | +41.1% | -46.8% | -11.9% |
| 6M | -15.3% | +77.1% | -92.4% | -24.2% |
| YTD | -21.1% | +21.7% | -42.8% | -25.0% |
| 1Y | -61.1% | +8.4% | -69.5% | -62.5% |
| 3Y | -56.8% | +23.6% | -80.5% | -61.8% |
| 5Y | -54.2% | -46.5% | -7.7% | -54.9% |
| All | -34.6% | +31.2% | -65.8% | -57.1% |
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 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