+0.1%
FLR vs ESTC
+31.2%
-31.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.3% |
| 7D | +5.4% | -8.1% | +13.5% | +7.3% |
| 30D | +11.4% | +31.7% | -20.3% | +3.5% |
| 3M | +11.4% | +41.1% | -29.6% | +1.3% |
| 6M | +16.6% | +77.1% | -60.4% | -0.9% |
| YTD | +41.7% | +21.7% | +20.0% | +30.8% |
| 1Y | +35.4% | +8.4% | +27.0% | +27.8% |
| 3Y | +57.3% | +23.6% | +33.7% | +35.2% |
| 5Y | +241.0% | -46.5% | +287.4% | +244.7% |
| All | +0.1% | +31.2% | -31.0% | -45.1% |
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 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