+420.4%
FIX vs ESTC
+15.4%
+405.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.1% | -5.5% | -10.7% |
| 7D | -27.2% | -18.5% | -8.8% | -25.2% |
| 30D | -46.9% | -11.0% | -35.9% | -46.0% |
| 3M | -44.4% | +20.8% | -65.2% | -46.4% |
| 6M | -50.9% | +67.9% | -118.8% | -55.7% |
| YTD | +3.5% | +11.6% | -8.1% | +0.6% |
| 1Y | -2.1% | -3.3% | +1.2% | -1.9% |
| All | +420.4% | +15.4% | +405.0% | +413.1% |
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 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