+90.8%
FOXA vs ESTC
+12.5%
+78.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.9% |
| 7D | -4.0% | -8.1% | +4.1% | -3.1% |
| 30D | +12.0% | +31.7% | -19.7% | +8.5% |
| 3M | +0.3% | +41.1% | -40.8% | -3.7% |
| 6M | +12.5% | +77.1% | -64.6% | +5.0% |
| YTD | -9.6% | +21.7% | -31.3% | -12.5% |
| 1Y | +8.6% | +8.4% | +0.2% | +6.1% |
| 3Y | +118.5% | +23.6% | +94.9% | +104.0% |
| 5Y | +88.8% | -46.5% | +135.2% | +85.1% |
| All | +90.8% | +12.5% | +78.3% | +42.0% |
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