+2,034.5%
FIX vs ESTC
+28.9%
+2,005.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.6% | +8.6% |
| 7D | -7.2% | -1.2% | -6.1% | -6.9% |
| 30D | -35.1% | -8.1% | -27.0% | -34.2% |
| 3M | -34.3% | +20.2% | -54.4% | -36.8% |
| 6M | -42.9% | +72.7% | -115.7% | -48.9% |
| YTD | +19.5% | +19.6% | -0.2% | +12.8% |
| 1Y | +16.8% | +0.3% | +16.5% | +13.7% |
| 3Y | +506.7% | +22.8% | +483.9% | +452.7% |
| 5Y | +1,046.7% | -50.9% | +1,097.6% | +1,046.7% |
| All | +2,034.5% | +28.9% | +2,005.6% | +1,449.1% |
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