+90.1%
FOXA vs ESTC
+2.3%
+87.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.6% | +2.4% |
| 7D | -3.7% | -13.2% | +9.4% | -2.3% |
| 30D | +5.4% | +9.3% | -4.0% | +4.0% |
| 3M | -3.7% | +37.3% | -41.1% | -7.3% |
| 6M | +12.6% | +61.0% | -48.4% | +6.1% |
| YTD | -10.0% | +10.7% | -20.6% | -12.0% |
| 1Y | +15.0% | -7.2% | +22.2% | +14.3% |
| 3Y | +115.1% | +7.2% | +107.9% | +103.9% |
| 5Y | +93.0% | -47.7% | +140.7% | +89.5% |
| All | +90.1% | +2.3% | +87.8% | +42.9% |
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