-50.9%
FIX vs ESTC
+64.8%
-115.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.1% | -5.5% | -12.2% |
| 7D | -27.2% | -18.5% | -8.8% | -29.5% |
| 30D | -46.9% | -11.0% | -35.9% | -47.5% |
| 3M | -44.4% | +20.8% | -65.2% | -40.0% |
| 6M | -50.9% | +67.9% | -118.8% | -39.6% |
| All | -50.9% | +64.8% | -115.7% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling