+5.1%
BDX vs ESTC
+23.7%
-18.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | -3.6% | -3.3% | -0.2% | -3.4% |
| 30D | +0.7% | +13.4% | -12.8% | -0.4% |
| 3M | +19.0% | +41.3% | -22.4% | +15.9% |
| 6M | +10.8% | +62.6% | -51.8% | +6.6% |
| YTD | +20.1% | +14.8% | +5.4% | +18.1% |
| 1Y | +23.1% | -5.1% | +28.1% | +22.3% |
| 3Y | -8.8% | +11.2% | -20.0% | -12.7% |
| 5Y | -1.4% | -47.0% | +45.6% | -2.2% |
| All | +5.1% | +23.7% | -18.6% | -15.5% |
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 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