+178.0%
FWONK vs ESTC
+19.1%
+158.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.1% | -9.2% | +9.3% | +1.7% |
| 30D | -7.7% | +8.1% | -15.8% | -9.6% |
| 3M | +5.7% | +38.5% | -32.8% | -1.0% |
| 6M | +13.5% | +57.8% | -44.3% | +3.1% |
| YTD | -3.0% | +10.5% | -13.5% | -6.8% |
| 1Y | -6.4% | -6.4% | 0.0% | -7.9% |
| 3Y | +43.8% | +4.7% | +39.2% | +29.5% |
| 5Y | +98.6% | -47.8% | +146.3% | +95.4% |
| All | +178.0% | +19.1% | +158.9% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling