+80.0%
FND vs ESTC
+24.6%
+55.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.5% |
| 7D | +6.8% | -3.6% | +10.4% | +8.0% |
| 30D | +13.1% | -11.2% | +24.2% | +16.7% |
| 3M | -13.1% | +14.3% | -27.4% | -18.1% |
| 6M | -0.6% | +67.0% | -67.5% | -17.8% |
| YTD | -15.5% | +15.7% | -31.2% | -23.1% |
| 1Y | -13.7% | -6.3% | -7.4% | -16.5% |
| 3Y | -35.0% | +14.5% | -49.5% | -47.8% |
| 5Y | -60.1% | -49.9% | -10.2% | -60.7% |
| All | +80.0% | +24.6% | +55.3% | +9.7% |
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