+161.4%
FITB vs ESTC
+24.7%
+136.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.6% | -2.6% | +2.1% | -0.2% |
| 30D | +7.0% | -8.6% | +15.6% | +8.3% |
| 3M | -4.8% | +14.4% | -19.1% | -7.7% |
| 6M | +13.5% | +73.3% | -59.8% | +2.2% |
| YTD | +19.1% | +15.7% | +3.3% | +13.5% |
| 1Y | +30.8% | -7.6% | +38.3% | +29.1% |
| 3Y | +141.6% | +14.6% | +127.0% | +118.2% |
| 5Y | +48.3% | -50.0% | +98.3% | +46.1% |
| All | +161.4% | +24.7% | +136.7% | +75.2% |
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