+3.4%
BAX vs ESTC
+0.7%
+2.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.7% |
| 7D | -2.4% | -4.3% | +1.9% | -2.3% |
| 30D | -9.7% | +17.7% | -27.4% | -10.0% |
| 3M | +29.3% | +42.3% | -13.0% | +28.5% |
| 6M | +40.7% | +64.6% | -23.9% | +39.7% |
| YTD | +30.3% | +17.2% | +13.1% | +25.9% |
| 1Y | +3.4% | -4.2% | +7.6% | +1.6% |
| All | +3.4% | +0.7% | +2.7% | +1.6% |
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