+21.3%
USFR vs ESTC
-48.9%
+70.3%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.1% | -11.5% | +11.6% | +0.1% |
| 30D | +0.4% | -7.5% | +7.9% | +0.4% |
| 3M | +1.1% | +23.1% | -22.0% | +1.1% |
| 6M | +2.1% | +75.3% | -73.2% | +2.1% |
| YTD | +3.4% | +14.1% | -10.7% | +3.4% |
| 1Y | +4.1% | -0.6% | +4.7% | +4.1% |
| 3Y | +14.4% | +20.8% | -6.4% | +14.4% |
| All | +21.3% | -48.9% | +70.3% | +21.5% |
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 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