-75.0%
FRSH vs ESTC
-48.6%
-26.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -6.6% | -9.2% | +2.6% | -1.8% |
| 30D | +2.1% | +8.1% | -6.0% | -3.4% |
| 3M | +29.0% | +38.5% | -9.5% | +6.9% |
| 6M | +48.6% | +57.8% | -9.2% | +14.4% |
| YTD | -2.9% | +10.5% | -13.5% | -10.5% |
| 1Y | -7.9% | -6.4% | -1.5% | -9.2% |
| 3Y | -46.5% | +4.7% | -51.2% | -58.3% |
| All | -75.0% | -48.6% | -26.4% | -73.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling