+14.5%
FIX vs ESTC
+0.3%
+14.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.6% | +9.7% |
| 7D | -7.2% | -1.2% | -6.1% | -7.5% |
| 30D | -35.1% | -8.1% | -27.0% | -35.7% |
| 3M | -34.3% | +20.2% | -54.4% | -32.1% |
| 6M | -42.9% | +72.7% | -115.7% | -38.2% |
| YTD | +19.5% | +19.6% | -0.2% | +29.6% |
| All | +14.5% | +0.3% | +14.2% | +23.9% |
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