-1.5%
BBY vs ESTC
-46.4%
+44.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +1.2% | -3.3% | +4.5% | +1.7% |
| 30D | +6.8% | +13.4% | -6.6% | +3.4% |
| 3M | +18.7% | +41.3% | -22.6% | +10.0% |
| 6M | +37.3% | +62.6% | -25.3% | +23.2% |
| YTD | +35.3% | +14.8% | +20.5% | +28.8% |
| 1Y | +20.7% | -5.1% | +25.7% | +18.2% |
| 3Y | +39.4% | +11.2% | +28.3% | +24.3% |
| 5Y | -1.5% | -47.0% | +45.5% | -5.5% |
| All | -1.5% | -46.4% | +44.9% | -5.5% |
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