-53.6%
BA vs ESTC
+23.0%
-76.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | +1.1% | -11.5% | +12.6% | +3.7% |
| 30D | -7.9% | -7.5% | -0.4% | -6.6% |
| 3M | -25.3% | +23.1% | -48.4% | -29.7% |
| 6M | -24.6% | +75.3% | -99.9% | -35.1% |
| YTD | -20.1% | +14.1% | -34.2% | -25.1% |
| 1Y | -11.8% | -0.6% | -11.2% | -15.0% |
| 3Y | -10.1% | +20.8% | -30.9% | -23.9% |
| 5Y | -22.7% | -48.8% | +26.0% | -23.6% |
| All | -53.6% | +23.0% | -76.6% | -72.3% |
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