+96.6%
BAC vs ESTC
+13.7%
+82.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.9% | -2.6% | +0.8% | -1.6% |
| 30D | -7.2% | -8.6% | +1.4% | -6.4% |
| 3M | -20.4% | +14.4% | -34.8% | -21.9% |
| 6M | +1.3% | +73.3% | -72.0% | -5.5% |
| YTD | -6.4% | +15.7% | -22.1% | -9.0% |
| 1Y | -3.5% | -7.6% | +4.1% | -3.9% |
| All | +96.6% | +13.7% | +82.9% | +89.5% |
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