-6.2%
BB vs ESTC
+24.7%
-30.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | +7.3% | -2.6% | +9.9% | +8.4% |
| 30D | +11.2% | -8.6% | +19.8% | +15.3% |
| 3M | +4.7% | +14.4% | -9.7% | -1.3% |
| 6M | +51.1% | +73.3% | -22.2% | +21.2% |
| YTD | +148.0% | +15.7% | +132.3% | +126.3% |
| 1Y | +106.1% | -7.6% | +113.7% | +102.8% |
| 3Y | +158.2% | +14.6% | +143.7% | +112.7% |
| 5Y | -10.8% | -50.0% | +39.2% | -9.9% |
| All | -6.2% | +24.7% | -30.9% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling