+54.6%
FTI vs ESTC
+1.6%
+53.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.4% |
| 7D | -9.7% | -15.9% | +6.2% | -9.8% |
| 30D | -8.2% | -5.5% | -2.7% | -8.1% |
| 3M | -7.8% | +26.2% | -34.0% | -7.0% |
| 6M | -13.4% | +77.0% | -90.4% | -11.7% |
| YTD | +45.1% | +18.9% | +26.2% | +47.3% |
| 1Y | +54.6% | +1.3% | +53.3% | +58.9% |
| All | +54.6% | +1.6% | +53.0% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling