+6.9%
FPS vs ESTC
+46.3%
-39.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -4.0% |
| 7D | +5.3% | -3.3% | +8.7% | +5.4% |
| 30D | -17.6% | +13.4% | -31.0% | -18.2% |
| 3M | -45.8% | +41.3% | -87.1% | -47.0% |
| 6M | -10.1% | +62.6% | -72.7% | -12.3% |
| All | +6.9% | +46.3% | -39.4% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling