+112.9%
FOXA vs ESTC
+7.0%
+105.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.6% | +2.4% |
| 7D | -3.7% | -13.2% | +9.4% | -2.5% |
| 30D | +5.4% | +9.3% | -4.0% | +4.2% |
| 3M | -3.7% | +37.3% | -41.1% | -6.9% |
| 6M | +12.6% | +61.0% | -48.4% | +6.9% |
| YTD | -10.0% | +10.7% | -20.6% | -11.5% |
| 1Y | +15.0% | -7.2% | +22.2% | +14.7% |
| All | +112.9% | +7.0% | +105.9% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling