+103.0%
BAC vs ESTC
+24.6%
+78.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | +2.1% | -3.6% | +5.6% | +2.5% |
| 30D | -6.7% | -11.2% | +4.5% | -5.3% |
| 3M | -20.2% | +14.3% | -34.6% | -22.3% |
| 6M | -0.2% | +67.0% | -67.2% | -8.3% |
| YTD | -6.4% | +15.7% | -22.0% | -10.0% |
| 1Y | -3.1% | -6.3% | +3.1% | -4.3% |
| 3Y | +96.7% | +14.5% | +82.2% | +80.6% |
| 5Y | +21.3% | -49.9% | +71.2% | +20.1% |
| All | +103.0% | +24.6% | +78.3% | +40.8% |
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