+75.8%
FND vs ESTC
+31.2%
+44.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.1% |
| 7D | -5.2% | -8.1% | +2.9% | -2.8% |
| 30D | -19.9% | +31.7% | -51.6% | -27.3% |
| 3M | +2.7% | +41.1% | -38.3% | -9.4% |
| 6M | -21.7% | +77.1% | -98.7% | -36.6% |
| YTD | -17.5% | +21.7% | -39.2% | -25.6% |
| 1Y | -39.3% | +8.4% | -47.7% | -44.0% |
| 3Y | -49.8% | +23.6% | -73.4% | -60.7% |
| 5Y | -60.1% | -46.5% | -13.6% | -61.4% |
| All | +75.8% | +31.2% | +44.6% | +6.2% |
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