+21.4%
BBY vs ESTC
-8.5%
+29.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +0.4% |
| 7D | +0.7% | -13.2% | +13.8% | +2.0% |
| 30D | +5.8% | +9.3% | -3.6% | +3.9% |
| 3M | +18.0% | +37.3% | -19.3% | +12.3% |
| 6M | +39.8% | +61.0% | -21.2% | +30.5% |
| YTD | +35.4% | +10.7% | +24.7% | +26.3% |
| 1Y | +21.4% | -7.2% | +28.6% | +15.8% |
| All | +21.4% | -8.5% | +29.9% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling