+181.5%
FWONK vs ESTC
+23.7%
+157.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.3% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | -5.8% | +13.4% | -19.2% | -8.4% |
| 3M | +10.0% | +41.3% | -31.3% | +2.7% |
| 6M | +14.7% | +62.6% | -47.9% | +3.7% |
| YTD | -1.7% | +14.8% | -16.5% | -6.3% |
| 1Y | -4.6% | -5.1% | +0.4% | -6.4% |
| 3Y | +46.7% | +11.2% | +35.5% | +30.5% |
| 5Y | +99.4% | -47.0% | +146.4% | +96.1% |
| All | +181.5% | +23.7% | +157.9% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling