-10.1%
BA vs ESTC
+18.0%
-28.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | +1.1% | -11.5% | +12.6% | +2.5% |
| 30D | -7.9% | -7.5% | -0.4% | -7.2% |
| 3M | -25.3% | +23.1% | -48.4% | -27.8% |
| 6M | -24.6% | +75.3% | -99.9% | -30.6% |
| YTD | -20.1% | +14.1% | -34.2% | -22.6% |
| 1Y | -11.8% | -0.6% | -11.2% | -13.0% |
| 3Y | -10.1% | +20.8% | -30.9% | -11.0% |
| All | -10.1% | +18.0% | -28.1% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling