+76.2%
FOXA vs ESTC
-52.1%
+128.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.1% |
| 7D | +0.4% | -3.6% | +4.0% | +0.7% |
| 30D | +7.9% | -11.2% | +19.1% | +9.0% |
| 3M | +6.7% | +14.3% | -7.6% | +4.8% |
| 6M | +7.5% | +67.0% | -59.5% | +1.4% |
| YTD | -6.9% | +15.7% | -22.6% | -9.4% |
| 1Y | +2.2% | -6.3% | +8.5% | +1.5% |
| 3Y | +131.4% | +14.5% | +116.9% | +118.6% |
| 5Y | +76.2% | -49.9% | +126.1% | +60.6% |
| All | +76.2% | -52.1% | +128.3% | +60.6% |
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