-83.0%
FRMI vs ESTC
+4.2%
-87.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | +15.9% | -3.3% | +19.3% | +16.0% |
| 30D | -6.0% | +13.4% | -19.4% | -8.4% |
| 3M | -1.6% | +41.3% | -42.9% | -9.7% |
| 6M | -30.7% | +62.6% | -93.3% | -39.8% |
| YTD | -30.9% | +14.8% | -45.6% | -34.1% |
| All | -83.0% | +4.2% | -87.2% | -82.9% |
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