-11.8%
BA vs ESTC
-2.5%
-9.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +1.1% | -11.5% | +12.6% | +1.8% |
| 30D | -7.9% | -7.5% | -0.4% | -7.6% |
| 3M | -25.3% | +23.1% | -48.4% | -26.5% |
| 6M | -24.6% | +75.3% | -99.9% | -27.3% |
| YTD | -20.1% | +14.1% | -34.2% | -20.9% |
| 1Y | -11.8% | -0.6% | -11.2% | -11.4% |
| All | -11.8% | -2.5% | -9.3% | -11.4% |
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