-23.2%
BB vs ESTC
+31.2%
-54.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.6% |
| 7D | -5.6% | -8.1% | +2.5% | -2.9% |
| 30D | -11.8% | +31.7% | -43.5% | -21.3% |
| 3M | -25.5% | +41.1% | -66.6% | -35.6% |
| 6M | +121.3% | +77.1% | +44.2% | +74.1% |
| YTD | +103.2% | +21.7% | +81.5% | +81.3% |
| 1Y | +102.6% | +8.4% | +94.3% | +86.1% |
| 3Y | +37.5% | +23.6% | +13.9% | +9.1% |
| 5Y | -30.4% | -46.5% | +16.0% | -31.8% |
| All | -23.2% | +31.2% | -54.3% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling