-60.3%
BAX vs ESTC
+23.0%
-83.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +12.1% | -11.5% | +23.6% | +13.2% |
| 30D | +7.6% | -7.5% | +15.1% | +8.2% |
| 3M | -4.5% | +23.1% | -27.5% | -6.5% |
| 6M | +52.0% | +75.3% | -23.3% | +44.1% |
| YTD | +35.1% | +14.1% | +21.0% | +32.2% |
| 1Y | +43.7% | -0.6% | +44.3% | +41.9% |
| 3Y | -20.9% | +20.8% | -41.7% | -25.7% |
| 5Y | -63.5% | -48.8% | -14.8% | -63.9% |
| All | -60.3% | +23.0% | -83.3% | -69.3% |
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