-21.5%
BB vs ESTC
+26.3%
-47.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.9% | +3.5% |
| 7D | +0.5% | -4.3% | +4.8% | +1.9% |
| 30D | -12.4% | +17.7% | -30.1% | -18.6% |
| 3M | -15.3% | +42.3% | -57.6% | -27.2% |
| 6M | +128.8% | +64.6% | +64.2% | +84.7% |
| YTD | +107.7% | +17.2% | +90.4% | +87.7% |
| 1Y | +103.9% | -4.2% | +108.1% | +96.0% |
| 3Y | +72.6% | +13.5% | +59.1% | +41.4% |
| 5Y | -24.3% | -45.5% | +21.3% | -26.2% |
| All | -21.5% | +26.3% | -47.8% | -50.5% |
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 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