-2.2%
FLR vs ESTC
+23.7%
-25.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | -3.1% | -3.3% | +0.2% | -2.4% |
| 30D | +4.9% | +13.4% | -8.5% | +0.8% |
| 3M | +10.8% | +41.3% | -30.5% | +0.6% |
| 6M | +19.7% | +62.6% | -42.9% | +3.7% |
| YTD | +38.4% | +14.8% | +23.6% | +29.5% |
| 1Y | +34.7% | -5.1% | +39.7% | +31.4% |
| 3Y | +56.7% | +11.2% | +45.5% | +38.3% |
| 5Y | +241.6% | -47.0% | +288.6% | +243.9% |
| All | -2.2% | +23.7% | -25.9% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling