-30.8%
BBWI vs ESTC
+0.7%
-31.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.4% |
| 7D | +1.6% | -4.3% | +5.9% | +2.3% |
| 30D | -6.2% | +17.7% | -23.9% | -9.6% |
| 3M | +4.3% | +42.3% | -38.0% | -3.6% |
| 6M | -7.2% | +64.6% | -71.7% | -17.4% |
| YTD | -3.0% | +17.2% | -20.2% | -3.4% |
| 1Y | -30.8% | -4.2% | -26.6% | -24.6% |
| All | -30.8% | +0.7% | -31.5% | -24.6% |
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