+6.0%
BBWI vs ESTC
+31.2%
-25.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +4.1% |
| 7D | +1.5% | -8.1% | +9.6% | +3.9% |
| 30D | -5.2% | +31.7% | -36.9% | -13.3% |
| 3M | +11.1% | +41.1% | -29.9% | -0.9% |
| 6M | -13.4% | +77.1% | -90.4% | -28.8% |
| YTD | +0.1% | +21.7% | -21.6% | -8.7% |
| 1Y | -36.1% | +8.4% | -44.5% | -39.9% |
| 3Y | -44.1% | +23.6% | -67.7% | -53.7% |
| 5Y | -66.2% | -46.5% | -19.8% | -66.4% |
| All | +6.0% | +31.2% | -25.1% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling