+97.4%
BB vs ESTC
-3.0%
+100.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | 0.0% |
| 7D | +11.6% | -3.6% | +15.2% | +12.6% |
| 30D | +2.6% | -11.2% | +13.8% | +5.8% |
| 3M | +3.5% | +14.3% | -10.8% | +1.4% |
| 6M | +43.5% | +67.0% | -23.5% | +28.6% |
| YTD | +141.2% | +15.7% | +125.5% | +128.2% |
| 1Y | +97.4% | -6.3% | +103.7% | +90.9% |
| All | +97.4% | -3.0% | +100.5% | +90.9% |
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