+883.3%
FTI vs ESTC
-52.1%
+935.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | +4.3% | +2.4% | +1.9% | +4.0% |
| 30D | -4.7% | -4.2% | -0.4% | -4.3% |
| 3M | -13.5% | +2.5% | -16.0% | -14.3% |
| 6M | -8.7% | +81.5% | -90.2% | -16.4% |
| YTD | +49.0% | +16.8% | +32.2% | +43.7% |
| 1Y | +54.0% | -3.5% | +57.5% | +52.3% |
| 3Y | +211.6% | +17.7% | +193.9% | +190.6% |
| All | +883.3% | -52.1% | +935.4% | +816.5% |
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