+66.5%
FND vs ESTC
+23.7%
+42.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -0.8% | -3.3% | +2.6% | +0.2% |
| 30D | -19.6% | +13.4% | -33.0% | -23.6% |
| 3M | -4.3% | +41.3% | -45.7% | -15.6% |
| 6M | -20.4% | +62.6% | -83.0% | -33.8% |
| YTD | -21.9% | +14.8% | -36.6% | -28.2% |
| 1Y | -45.2% | -5.1% | -40.1% | -47.2% |
| 3Y | -49.2% | +11.2% | -60.4% | -58.8% |
| 5Y | -61.8% | -47.0% | -14.8% | -63.1% |
| All | +66.5% | +23.7% | +42.8% | +2.4% |
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