+3.4%
FTV vs ESTC
-47.2%
+50.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | -0.4% | -4.3% | +3.9% | +0.2% |
| 30D | -8.3% | +17.7% | -26.0% | -10.8% |
| 3M | -7.4% | +42.3% | -49.7% | -12.6% |
| 6M | -1.2% | +64.6% | -65.8% | -9.4% |
| YTD | +2.7% | +17.2% | -14.5% | -1.3% |
| 1Y | +18.4% | -4.2% | +22.6% | +16.8% |
| 3Y | -2.0% | +13.5% | -15.6% | -10.1% |
| 5Y | +3.4% | -45.5% | +48.9% | -4.0% |
| All | +3.4% | -47.2% | +50.6% | -4.0% |
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