+79.3%
FND vs ESTC
+23.0%
+56.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -1.1% |
| 7D | +7.7% | -11.5% | +19.2% | +11.6% |
| 30D | +11.9% | -7.5% | +19.4% | +14.0% |
| 3M | -14.6% | +23.1% | -37.6% | -21.4% |
| 6M | +0.5% | +75.3% | -74.8% | -18.3% |
| YTD | -15.8% | +14.1% | -29.9% | -23.1% |
| 1Y | -12.9% | -0.6% | -12.4% | -17.6% |
| 3Y | -34.2% | +20.8% | -55.0% | -48.4% |
| 5Y | -61.6% | -48.8% | -12.8% | -62.6% |
| All | +79.3% | +23.0% | +56.3% | +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 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