-63.5%
FRSH vs ESTC
-52.1%
-11.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +4.6% | +2.4% | +2.2% | +3.2% |
| 30D | -7.5% | -4.2% | -3.2% | -5.7% |
| 3M | -0.1% | +2.5% | -2.5% | -3.3% |
| 6M | +54.5% | +81.5% | -27.0% | +10.0% |
| YTD | +3.4% | +16.8% | -13.4% | -8.0% |
| 1Y | +6.4% | -3.5% | +9.8% | +3.1% |
| 3Y | -26.3% | +17.7% | -44.0% | -46.8% |
| All | -63.5% | -52.1% | -11.4% | -58.0% |
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