-12.8%
BB vs ESTC
+23.0%
-35.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.6% |
| 7D | +3.8% | -11.5% | +15.3% | +8.4% |
| 30D | -0.3% | -7.5% | +7.2% | +2.9% |
| 3M | -0.5% | +23.1% | -23.5% | -8.6% |
| 6M | +45.9% | +75.3% | -29.4% | +16.5% |
| YTD | +130.6% | +14.1% | +116.5% | +111.5% |
| 1Y | +89.2% | -0.6% | +89.8% | +80.9% |
| 3Y | +137.5% | +20.8% | +116.7% | +91.3% |
| 5Y | -20.9% | -48.8% | +27.8% | -20.8% |
| All | -12.8% | +23.0% | -35.7% | -44.3% |
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