-25.9%
BBWI vs ESTC
+18.0%
-43.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.7% |
| 7D | -6.2% | -11.5% | +5.3% | -3.8% |
| 30D | +19.9% | -7.5% | +27.5% | +21.5% |
| 3M | +7.1% | +23.1% | -15.9% | +1.2% |
| 6M | +13.7% | +75.3% | -61.6% | -1.9% |
| YTD | +9.6% | +14.1% | -4.5% | +3.8% |
| 1Y | -1.6% | -0.6% | -1.1% | -3.4% |
| 3Y | -25.9% | +20.8% | -46.7% | -30.6% |
| All | -25.9% | +18.0% | -43.9% | -30.6% |
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 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