-22.5%
BB vs ESTC
-48.9%
+26.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.6% |
| 7D | +3.8% | -11.5% | +15.3% | +8.5% |
| 30D | -0.3% | -7.5% | +7.2% | +2.9% |
| 3M | -0.5% | +23.1% | -23.5% | -8.8% |
| 6M | +45.9% | +75.3% | -29.4% | +15.9% |
| YTD | +130.6% | +14.1% | +116.5% | +111.4% |
| 1Y | +89.2% | -0.6% | +89.8% | +81.2% |
| 3Y | +137.5% | +20.8% | +116.7% | +87.1% |
| All | -22.5% | -48.9% | +26.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling