-20.9%
BAX vs ESTC
+18.0%
-38.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +12.1% | -11.5% | +23.6% | +12.9% |
| 30D | +7.6% | -7.5% | +15.1% | +8.1% |
| 3M | -4.5% | +23.1% | -27.5% | -5.8% |
| 6M | +52.0% | +75.3% | -23.3% | +47.1% |
| YTD | +35.1% | +14.1% | +21.0% | +33.2% |
| 1Y | +43.7% | -0.6% | +44.3% | +42.6% |
| 3Y | -20.9% | +20.8% | -41.7% | -23.1% |
| All | -20.9% | +18.0% | -38.9% | -23.1% |
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