+17.6%
FTV vs ESTC
-6.1%
+23.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.2% |
| 7D | -1.3% | -3.3% | +2.1% | -1.2% |
| 30D | -9.5% | +13.4% | -23.0% | -9.7% |
| 3M | -10.9% | +41.3% | -52.2% | -11.7% |
| 6M | -0.6% | +62.6% | -63.2% | -2.6% |
| YTD | +1.4% | +14.8% | -13.3% | -0.8% |
| 1Y | +17.6% | -5.1% | +22.7% | +17.2% |
| All | +17.6% | -6.1% | +23.7% | +17.2% |
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