-53.9%
BA vs ESTC
+20.3%
-74.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.1% | +3.6% | -1.2% |
| 7D | -0.1% | -18.5% | +18.4% | +4.4% |
| 30D | -9.1% | -11.0% | +1.9% | -7.1% |
| 3M | -28.2% | +20.8% | -49.0% | -32.1% |
| 6M | -23.1% | +67.9% | -91.0% | -33.2% |
| YTD | -20.6% | +11.6% | -32.2% | -25.2% |
| 1Y | -12.7% | -3.3% | -9.4% | -15.4% |
| 3Y | -11.6% | +16.4% | -28.0% | -24.5% |
| 5Y | -23.1% | -49.9% | +26.7% | -23.7% |
| All | -53.9% | +20.3% | -74.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling