+506.7%
FIX vs ESTC
+20.1%
+486.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.6% | +8.7% |
| 7D | -7.2% | -1.2% | -6.1% | -7.0% |
| 30D | -35.1% | -8.1% | -27.0% | -34.3% |
| 3M | -34.3% | +20.2% | -54.4% | -36.5% |
| 6M | -42.9% | +72.7% | -115.7% | -48.6% |
| YTD | +19.5% | +19.6% | -0.2% | +14.9% |
| 1Y | +16.8% | +0.3% | +16.5% | +17.0% |
| 3Y | +506.7% | +22.8% | +483.9% | +493.4% |
| All | +506.7% | +20.1% | +486.6% | +493.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling