+102.6%
BB vs ESTC
+7.3%
+95.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.7% |
| 7D | -5.6% | -8.1% | +2.5% | -4.5% |
| 30D | -11.8% | +31.7% | -43.5% | -16.4% |
| 3M | -25.5% | +41.1% | -66.6% | -30.2% |
| 6M | +121.3% | +77.1% | +44.2% | +96.0% |
| YTD | +103.2% | +21.7% | +81.5% | +90.3% |
| 1Y | +102.6% | +8.4% | +94.3% | +96.5% |
| All | +102.6% | +7.3% | +95.4% | +96.5% |
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