+43.6%
FWONK vs ESTC
+7.0%
+36.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.1% |
| 7D | -1.5% | -13.2% | +11.6% | -0.5% |
| 30D | -6.8% | +9.3% | -16.1% | -7.6% |
| 3M | +7.7% | +37.3% | -29.6% | +4.8% |
| 6M | +11.0% | +61.0% | -50.0% | +6.4% |
| YTD | -3.1% | +10.7% | -13.8% | -4.6% |
| 1Y | -3.5% | -7.2% | +3.7% | -3.6% |
| All | +43.6% | +7.0% | +36.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling