+71.4%
BAC vs ESTC
-46.4%
+117.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | +1.1% | -8.1% | +9.2% | +2.0% |
| 30D | -0.4% | +31.7% | -32.1% | -4.0% |
| 3M | +16.9% | +41.1% | -24.1% | +11.5% |
| 6M | +26.6% | +77.1% | -50.5% | +16.8% |
| YTD | +15.8% | +21.7% | -5.9% | +11.5% |
| 1Y | +27.2% | +8.4% | +18.8% | +23.7% |
| 3Y | +132.4% | +23.6% | +108.8% | +114.4% |
| All | +71.4% | -46.4% | +117.8% | +56.3% |
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