+25.4%
BDX vs ESTC
+24.7%
+0.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.5% | -2.6% | +5.2% | +2.7% |
| 30D | +13.6% | -8.6% | +22.2% | +14.1% |
| 3M | +18.9% | +14.4% | +4.6% | +17.5% |
| 6M | +51.8% | +73.3% | -21.5% | +45.4% |
| YTD | +43.3% | +15.7% | +27.6% | +40.6% |
| 1Y | +48.0% | -7.6% | +55.5% | +47.2% |
| 3Y | +23.7% | +14.6% | +9.1% | +18.1% |
| 5Y | +24.9% | -50.0% | +74.9% | +24.8% |
| All | +25.4% | +24.7% | +0.6% | +0.5% |
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