-9.7%
BDX vs ESTC
+11.7%
-21.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.9% |
| 7D | -4.3% | -4.3% | 0.0% | -4.1% |
| 30D | +1.3% | +17.7% | -16.5% | +0.6% |
| 3M | +20.2% | +42.3% | -22.0% | +18.5% |
| 6M | +8.6% | +64.6% | -56.0% | +6.2% |
| YTD | +19.0% | +17.2% | +1.8% | +17.7% |
| 1Y | +21.2% | -4.2% | +25.4% | +20.6% |
| 3Y | -9.7% | +13.5% | -23.2% | -11.6% |
| All | -9.7% | +11.7% | -21.4% | -11.6% |
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