+86.9%
FOXA vs ESTC
-46.4%
+133.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -5.4% | -3.3% | -2.1% | -5.1% |
| 30D | +1.1% | +13.4% | -12.3% | -0.4% |
| 3M | -6.1% | +41.3% | -47.4% | -9.6% |
| 6M | +8.2% | +62.6% | -54.4% | +2.4% |
| YTD | -11.8% | +14.8% | -26.6% | -13.9% |
| 1Y | +9.9% | -5.1% | +15.0% | +9.1% |
| 3Y | +110.7% | +11.2% | +99.6% | +100.1% |
| 5Y | +86.9% | -47.0% | +133.9% | +76.1% |
| All | +86.9% | -46.4% | +133.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling