+159.8%
FITB vs ESTC
+26.3%
+133.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +2.8% | -4.3% | +7.1% | +3.5% |
| 30D | -4.5% | +17.7% | -22.2% | -7.6% |
| 3M | +5.7% | +42.3% | -36.6% | -1.1% |
| 6M | +17.1% | +64.6% | -47.5% | +6.2% |
| YTD | +18.3% | +17.2% | +1.1% | +12.9% |
| 1Y | +23.9% | -4.2% | +28.1% | +21.7% |
| 3Y | +131.1% | +13.5% | +117.6% | +109.2% |
| 5Y | +71.1% | -45.5% | +116.6% | +65.7% |
| All | +159.8% | +26.3% | +133.5% | +74.3% |
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