+161.5%
FITB vs ESTC
+31.2%
+130.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.5% |
| 7D | +0.6% | -8.1% | +8.7% | +1.9% |
| 30D | -4.7% | +31.7% | -36.4% | -9.4% |
| 3M | +6.7% | +41.1% | -34.4% | 0.0% |
| 6M | +12.6% | +77.1% | -64.5% | +0.8% |
| YTD | +19.1% | +21.7% | -2.6% | +13.0% |
| 1Y | +22.6% | +8.4% | +14.3% | +17.9% |
| 3Y | +127.1% | +23.6% | +103.5% | +102.5% |
| 5Y | +71.8% | -46.5% | +118.3% | +67.3% |
| All | +161.5% | +31.2% | +130.4% | +74.5% |
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