-10.1%
FLR vs ESTC
+24.6%
-34.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +1.0% |
| 7D | +5.1% | -3.6% | +8.7% | +6.1% |
| 30D | -0.5% | -11.2% | +10.7% | +2.2% |
| 3M | -3.5% | +14.3% | -17.8% | -7.6% |
| 6M | +16.5% | +67.0% | -50.5% | +0.8% |
| YTD | +27.3% | +15.7% | +11.6% | +18.6% |
| 1Y | +10.6% | -6.3% | +16.9% | +8.3% |
| 3Y | +39.4% | +14.5% | +24.9% | +22.3% |
| 5Y | +126.4% | -49.9% | +176.3% | +133.4% |
| All | -10.1% | +24.6% | -34.7% | -50.2% |
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