+122.9%
FIX vs ESTC
+7.3%
+115.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +1.4% |
| 7D | +6.0% | -8.1% | +14.1% | +5.0% |
| 30D | -7.2% | +31.7% | -38.9% | -4.4% |
| 3M | -15.9% | +41.1% | -56.9% | -12.1% |
| 6M | +12.7% | +77.1% | -64.3% | +19.6% |
| YTD | +72.8% | +21.7% | +51.1% | +86.3% |
| 1Y | +122.9% | +8.4% | +114.5% | +147.2% |
| All | +122.9% | +7.3% | +115.6% | +147.2% |
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 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