+102.5%
BAC vs ESTC
+28.9%
+73.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | -6.9% | -8.1% | +1.2% | -6.0% |
| 3M | -19.6% | +20.2% | -39.7% | -22.2% |
| 6M | -0.5% | +72.7% | -73.2% | -9.0% |
| YTD | -6.6% | +19.6% | -26.3% | -10.7% |
| 1Y | -3.0% | +0.3% | -3.2% | -5.1% |
| 3Y | +97.3% | +22.8% | +74.5% | +79.3% |
| 5Y | +21.9% | -50.9% | +72.7% | +21.2% |
| All | +102.5% | +28.9% | +73.5% | +39.8% |
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