-54.1%
BA vs ESTC
+25.9%
-80.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -1.1% | +2.4% | -3.5% | -1.7% |
| 30D | -7.1% | -4.2% | -2.9% | -6.6% |
| 3M | -25.5% | +2.5% | -28.0% | -26.8% |
| 6M | -28.7% | +81.5% | -110.2% | -39.1% |
| YTD | -21.0% | +16.8% | -37.9% | -26.4% |
| 1Y | -11.9% | -3.5% | -8.4% | -14.4% |
| 3Y | -16.2% | +17.7% | -33.9% | -28.4% |
| 5Y | -22.4% | -51.7% | +29.4% | -21.5% |
| All | -54.1% | +25.9% | -80.0% | -72.8% |
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