+46.2%
FLR vs ESTC
+20.1%
+26.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +7.4% |
| 7D | +8.5% | -1.2% | +9.7% | +8.8% |
| 30D | -0.7% | -8.1% | +7.4% | +0.7% |
| 3M | -11.7% | +20.2% | -31.9% | -15.5% |
| 6M | +16.2% | +72.7% | -56.5% | +3.0% |
| YTD | +27.0% | +19.6% | +7.4% | +20.6% |
| 1Y | +10.1% | +0.3% | +9.8% | +8.6% |
| 3Y | +46.2% | +22.8% | +23.4% | +40.1% |
| All | +46.2% | +20.1% | +26.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling