+49.1%
BAX vs ESTC
-3.0%
+52.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.2% |
| 7D | +3.6% | -3.6% | +7.2% | +3.8% |
| 30D | +8.5% | -11.2% | +19.7% | +9.2% |
| 3M | -4.9% | +14.3% | -19.2% | -5.3% |
| 6M | +47.0% | +67.0% | -20.0% | +44.6% |
| YTD | +38.4% | +15.7% | +22.8% | +34.9% |
| 1Y | +49.1% | -6.3% | +55.4% | +41.8% |
| All | +49.1% | -3.0% | +52.2% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling