+4.1%
USFR vs ESTC
+1.6%
+2.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -15.9% | +16.0% | +0.1% |
| 30D | +0.4% | -5.5% | +5.9% | +0.4% |
| 3M | +1.1% | +26.2% | -25.1% | +1.1% |
| 6M | +2.0% | +77.0% | -75.0% | +2.1% |
| YTD | +3.4% | +18.9% | -15.5% | +3.4% |
| 1Y | +4.1% | +1.3% | +2.8% | +4.1% |
| All | +4.1% | +1.6% | +2.5% | +4.1% |
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