+1,851.0%
FIX vs ESTC
+23.0%
+1,828.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +5.1% |
| 7D | -17.5% | -11.5% | -5.9% | -15.8% |
| 30D | -41.6% | -7.5% | -34.0% | -40.8% |
| 3M | -40.6% | +23.1% | -63.7% | -43.2% |
| 6M | -49.4% | +75.3% | -124.6% | -54.8% |
| YTD | +9.2% | +14.1% | -4.9% | +3.9% |
| 1Y | +6.5% | -0.6% | +7.0% | +3.6% |
| 3Y | +448.7% | +20.8% | +427.9% | +400.6% |
| 5Y | +948.7% | -48.8% | +997.5% | +939.7% |
| All | +1,851.0% | +23.0% | +1,828.0% | +1,326.0% |
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