+96.9%
FTI vs ESTC
-6.1%
+103.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.5% |
| 7D | -2.3% | -3.3% | +1.0% | -2.4% |
| 30D | +5.0% | +13.4% | -8.4% | +5.4% |
| 3M | +13.8% | +41.3% | -27.5% | +15.4% |
| 6M | +22.9% | +62.6% | -39.7% | +25.0% |
| YTD | +75.0% | +14.8% | +60.2% | +76.8% |
| 1Y | +96.9% | -5.1% | +101.9% | +99.1% |
| All | +96.9% | -6.1% | +103.0% | +99.1% |
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