+1,168.7%
FTI vs ESTC
-47.2%
+1,215.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.7% |
| 7D | -0.2% | -4.3% | +4.1% | +0.3% |
| 30D | +12.3% | +17.7% | -5.4% | +9.6% |
| 3M | +13.8% | +42.3% | -28.5% | +8.0% |
| 6M | +24.3% | +64.6% | -40.3% | +15.2% |
| YTD | +75.8% | +17.2% | +58.6% | +69.7% |
| 1Y | +99.6% | -4.2% | +103.8% | +97.6% |
| 3Y | +278.4% | +13.5% | +264.9% | +255.2% |
| 5Y | +1,168.7% | -45.5% | +1,214.2% | +1,133.4% |
| All | +1,168.7% | -47.2% | +1,215.9% | +1,133.4% |
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