+14.4%
FIX vs ESTC
+1.6%
+12.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.9% | -14.2% | -15.2% |
| 7D | -18.9% | -15.9% | -3.1% | -20.5% |
| 30D | -36.3% | -5.5% | -30.8% | -36.5% |
| 3M | -38.5% | +26.2% | -64.7% | -36.0% |
| 6M | -42.3% | +77.0% | -119.3% | -37.4% |
| YTD | +17.1% | +18.9% | -1.8% | +27.0% |
| 1Y | +14.4% | +1.3% | +13.1% | +24.6% |
| All | +14.4% | +1.6% | +12.8% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling