-68.5%
FLNC vs ESTC
-47.7%
-20.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.7% | +10.4% | +8.3% |
| 7D | +6.0% | -4.3% | +10.2% | +7.4% |
| 30D | -16.3% | +17.7% | -34.1% | -24.6% |
| 3M | -54.1% | +42.3% | -96.4% | -62.6% |
| 6M | -25.3% | +64.6% | -89.9% | -44.0% |
| YTD | -44.2% | +17.2% | -61.4% | -51.4% |
| 1Y | +53.1% | -4.2% | +57.3% | +45.1% |
| 3Y | -58.3% | +13.5% | -71.8% | -70.2% |
| All | -68.5% | -47.7% | -20.8% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling