-65.9%
BBWI vs ESTC
-46.4%
-19.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +4.0% |
| 7D | +1.5% | -8.1% | +9.6% | +3.6% |
| 30D | -5.2% | +31.7% | -36.9% | -12.2% |
| 3M | +11.1% | +41.1% | -29.9% | +0.7% |
| 6M | -13.4% | +77.1% | -90.4% | -26.9% |
| YTD | +0.1% | +21.7% | -21.6% | -7.4% |
| 1Y | -36.1% | +8.4% | -44.5% | -39.2% |
| 3Y | -44.1% | +23.6% | -67.7% | -52.2% |
| All | -65.9% | -46.4% | -19.5% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling