+777.0%
FIX vs ESTC
+25.2%
+751.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.5% |
| 7D | +6.0% | -8.1% | +14.1% | +7.1% |
| 30D | -7.2% | +31.7% | -38.9% | -11.7% |
| 3M | -15.9% | +41.1% | -56.9% | -20.9% |
| 6M | +12.7% | +77.1% | -64.3% | +0.6% |
| YTD | +72.8% | +21.7% | +51.1% | +65.7% |
| 1Y | +122.9% | +8.4% | +114.5% | +118.4% |
| All | +777.0% | +25.2% | +751.8% | +751.9% |
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 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