+40.6%
BBY vs ESTC
+11.0%
+29.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | +1.2% | -3.3% | +4.5% | +1.6% |
| 30D | +6.8% | +13.4% | -6.6% | +4.2% |
| 3M | +18.7% | +41.3% | -22.6% | +11.8% |
| 6M | +37.3% | +62.6% | -25.3% | +26.2% |
| YTD | +35.3% | +14.8% | +20.5% | +29.9% |
| 1Y | +20.7% | -5.1% | +25.7% | +18.4% |
| All | +40.6% | +11.0% | +29.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling