-60.2%
BAX vs ESTC
+31.2%
-91.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.4% |
| 7D | -1.1% | -8.1% | +7.0% | -0.5% |
| 30D | -5.5% | +31.7% | -37.1% | -7.9% |
| 3M | +33.5% | +41.1% | -7.5% | +29.2% |
| 6M | +35.9% | +77.1% | -41.2% | +28.6% |
| YTD | +35.4% | +21.7% | +13.7% | +31.8% |
| 1Y | +9.8% | +8.4% | +1.4% | +7.5% |
| 3Y | -32.7% | +23.6% | -56.3% | -36.9% |
| 5Y | -65.6% | -46.5% | -19.1% | -66.0% |
| All | -60.2% | +31.2% | -91.4% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling