+87.6%
BB vs ESTC
+1.6%
+86.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.8% | +7.2% |
| 7D | -6.8% | -15.9% | +9.0% | -2.9% |
| 30D | -3.5% | -5.5% | +2.0% | -1.8% |
| 3M | -1.2% | +26.2% | -27.4% | -5.3% |
| 6M | +57.0% | +77.0% | -20.0% | +39.0% |
| YTD | +131.1% | +18.9% | +112.3% | +117.4% |
| 1Y | +87.6% | +1.3% | +86.3% | +78.4% |
| All | +87.6% | +1.6% | +86.0% | +78.4% |
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 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