+2,127.4%
FIX vs ESTC
+24.7%
+2,102.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +5.0% | +5.0% |
| 7D | +6.4% | -2.6% | +9.1% | +7.0% |
| 30D | -29.1% | -8.6% | -20.5% | -28.0% |
| 3M | -31.1% | +14.4% | -45.5% | -33.2% |
| 6M | -42.8% | +73.3% | -116.1% | -48.8% |
| YTD | +24.6% | +15.7% | +8.9% | +18.4% |
| 1Y | +21.9% | -7.6% | +29.5% | +20.5% |
| 3Y | +524.9% | +14.6% | +510.3% | +475.9% |
| 5Y | +1,092.2% | -50.0% | +1,142.3% | +1,088.6% |
| All | +2,127.4% | +24.7% | +2,102.6% | +1,525.0% |
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