-21.9%
BA vs ESTC
-48.1%
+26.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.4% | -1.4% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | -9.5% | -8.1% | -1.3% | -8.3% |
| 3M | -26.5% | +20.2% | -46.6% | -29.6% |
| 6M | -27.4% | +72.7% | -100.1% | -35.3% |
| YTD | -20.6% | +19.6% | -40.3% | -25.1% |
| 1Y | -11.4% | +0.3% | -11.7% | -13.8% |
| 3Y | -10.8% | +22.8% | -33.6% | -21.8% |
| 5Y | -21.9% | -50.9% | +28.9% | -33.3% |
| All | -21.9% | -48.1% | +26.2% | -33.3% |
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 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