-60.3%
BAX vs ESTC
+25.9%
-86.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +4.1% | -4.2% | +8.3% | +4.4% |
| 3M | -4.5% | +2.5% | -7.0% | -5.1% |
| 6M | +49.2% | +81.5% | -32.3% | +41.0% |
| YTD | +35.2% | +16.8% | +18.4% | +32.0% |
| 1Y | +38.3% | -3.5% | +41.7% | +37.0% |
| 3Y | -19.0% | +17.7% | -36.8% | -23.7% |
| 5Y | -64.2% | -51.7% | -12.4% | -64.2% |
| All | -60.3% | +25.9% | -86.2% | -69.3% |
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 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