-67.5%
BBWI vs ESTC
-52.1%
-15.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +12.9% | -4.2% | +17.1% | +13.7% |
| 3M | +16.0% | +2.5% | +13.5% | +14.0% |
| 6M | +16.6% | +81.5% | -64.9% | -2.4% |
| YTD | +9.7% | +16.8% | -7.1% | +1.9% |
| 1Y | +1.5% | -3.5% | +4.9% | -0.6% |
| 3Y | -21.4% | +17.7% | -39.1% | -32.1% |
| All | -67.5% | -52.1% | -15.5% | -71.4% |
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