+261.6%
FTI vs ESTC
+19.3%
+242.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.3% |
| 7D | -5.6% | -13.2% | +7.5% | -3.5% |
| 30D | +0.4% | +9.3% | -8.9% | -1.7% |
| 3M | +8.1% | +37.3% | -29.2% | +1.5% |
| 6M | +16.7% | +61.0% | -44.3% | +5.8% |
| YTD | +70.0% | +10.7% | +59.3% | +63.3% |
| 1Y | +85.4% | -7.2% | +92.6% | +82.8% |
| 3Y | +265.9% | +7.2% | +258.8% | +235.1% |
| 5Y | +1,072.7% | -47.7% | +1,120.5% | +1,069.0% |
| All | +261.6% | +19.3% | +242.4% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling