-42.5%
BBWI vs ESTC
+18.2%
-60.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +3.8% |
| 7D | +1.5% | -8.1% | +9.6% | +3.3% |
| 30D | -5.2% | +31.7% | -36.9% | -11.2% |
| 3M | +11.1% | +41.1% | -29.9% | +2.2% |
| 6M | -13.4% | +77.1% | -90.4% | -25.0% |
| YTD | +0.1% | +21.7% | -21.6% | -5.9% |
| 1Y | -36.1% | +8.4% | -44.5% | -38.4% |
| All | -42.5% | +18.2% | -60.7% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling