+53.3%
FLNC vs ESTC
+7.3%
+46.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.3% |
| 7D | -4.9% | -8.1% | +3.2% | -3.5% |
| 30D | -27.3% | +31.7% | -59.0% | -32.3% |
| 3M | -61.9% | +41.1% | -102.9% | -65.0% |
| 6M | -34.5% | +77.1% | -111.6% | -42.3% |
| YTD | -47.7% | +21.7% | -69.4% | -51.1% |
| 1Y | +53.3% | +8.4% | +45.0% | +56.4% |
| All | +53.3% | +7.3% | +46.1% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling