+64.5%
BBY vs ESTC
+19.3%
+45.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +0.8% |
| 7D | +0.7% | -13.2% | +13.8% | +3.5% |
| 30D | +5.8% | +9.3% | -3.6% | +2.9% |
| 3M | +18.0% | +37.3% | -19.3% | +9.1% |
| 6M | +39.8% | +61.0% | -21.2% | +24.4% |
| YTD | +35.4% | +10.7% | +24.7% | +29.2% |
| 1Y | +21.4% | -7.2% | +28.6% | +19.1% |
| 3Y | +39.5% | +7.2% | +32.4% | +24.3% |
| 5Y | -0.5% | -47.7% | +47.2% | -2.6% |
| All | +64.5% | +19.3% | +45.3% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling