+1,027.6%
FIX vs ESTC
-52.1%
+1,079.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +9.4% | +2.4% | +7.0% | +9.1% |
| 30D | -27.8% | -4.2% | -23.5% | -27.3% |
| 3M | -35.6% | +2.5% | -38.0% | -36.2% |
| 6M | -45.2% | +81.5% | -126.7% | -51.3% |
| YTD | +19.5% | +16.8% | +2.6% | +13.7% |
| 1Y | +24.2% | -3.5% | +27.7% | +22.6% |
| 3Y | +494.2% | +17.7% | +476.4% | +449.8% |
| All | +1,027.6% | -52.1% | +1,079.6% | +955.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling