+49.1%
BAX vs ESTC
+0.3%
+48.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +2.1% |
| 7D | +9.0% | -1.2% | +10.2% | +9.1% |
| 30D | +8.5% | -8.1% | +16.6% | +8.9% |
| 3M | -4.1% | +20.2% | -24.3% | -4.8% |
| 6M | +46.9% | +72.7% | -25.8% | +44.3% |
| YTD | +38.4% | +19.6% | +18.7% | +34.6% |
| All | +49.1% | +0.3% | +48.8% | +41.5% |
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 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