-17.4%
BAX vs ESTC
+13.7%
-31.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -2.6% | +2.0% | -0.5% |
| 30D | +6.3% | -8.6% | +14.9% | +6.8% |
| 3M | -4.6% | +14.4% | -18.9% | -5.5% |
| 6M | +50.4% | +73.3% | -22.9% | +45.4% |
| YTD | +38.0% | +15.7% | +22.3% | +35.9% |
| 1Y | +44.6% | -7.6% | +52.2% | +44.2% |
| All | -17.4% | +13.7% | -31.1% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling