+96.4%
BBY vs ESTC
+25.9%
+70.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | +16.8% | -4.2% | +21.0% | +17.6% |
| 3M | +23.2% | +2.5% | +20.7% | +21.3% |
| 6M | +91.9% | +81.5% | +10.4% | +66.9% |
| YTD | +61.6% | +16.8% | +44.8% | +52.1% |
| 1Y | +43.9% | -3.5% | +47.3% | +40.2% |
| 3Y | +88.6% | +17.7% | +70.9% | +64.8% |
| 5Y | -3.1% | -51.7% | +48.7% | -3.1% |
| All | +96.4% | +25.9% | +70.5% | +30.7% |
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