+2,020.6%
FIX vs ESTC
+24.6%
+1,995.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.1% |
| 7D | -13.9% | -3.6% | -10.4% | -13.3% |
| 30D | -35.5% | -11.2% | -24.4% | -34.3% |
| 3M | -33.9% | +14.3% | -48.3% | -35.9% |
| 6M | -43.3% | +67.0% | -110.3% | -48.9% |
| YTD | +18.7% | +15.7% | +3.0% | +12.7% |
| 1Y | +13.8% | -6.3% | +20.0% | +12.1% |
| 3Y | +495.0% | +14.5% | +480.5% | +448.3% |
| 5Y | +1,049.0% | -49.9% | +1,098.9% | +1,044.9% |
| All | +2,020.6% | +24.6% | +1,995.9% | +1,447.2% |
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