-75.0%
FRSH vs ESTC
-48.6%
-26.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.4% |
| 7D | -11.2% | -13.2% | +2.0% | -4.3% |
| 30D | -0.8% | +9.3% | -10.2% | -6.8% |
| 3M | +26.4% | +37.3% | -10.9% | +5.2% |
| 6M | +48.4% | +61.0% | -12.6% | +13.0% |
| YTD | -3.1% | +10.7% | -13.8% | -10.7% |
| 1Y | -8.7% | -7.2% | -1.5% | -9.6% |
| 3Y | -45.8% | +7.2% | -53.0% | -58.4% |
| All | -75.0% | -48.6% | -26.5% | -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 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