+8.1%
FPS vs ESTC
+55.1%
-47.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +6.9% | +2.6% |
| 7D | +3.1% | -8.1% | +11.2% | +3.3% |
| 30D | -18.6% | +31.7% | -50.2% | -20.1% |
| 3M | -51.5% | +41.1% | -92.5% | -52.1% |
| 6M | -8.5% | +77.1% | -85.6% | -11.1% |
| All | +8.1% | +55.1% | -47.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling