+7.3%
BDX vs ESTC
+31.2%
-23.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.2% |
| 7D | -2.5% | -8.1% | +5.6% | -2.0% |
| 30D | +8.3% | +31.7% | -23.4% | +6.1% |
| 3M | +24.4% | +41.1% | -16.7% | +21.2% |
| 6M | +9.2% | +77.1% | -67.9% | +4.5% |
| YTD | +22.7% | +21.7% | +1.0% | +20.1% |
| 1Y | +25.9% | +8.4% | +17.5% | +23.9% |
| 3Y | -10.5% | +23.6% | -34.1% | -14.9% |
| 5Y | +1.9% | -46.5% | +48.4% | +1.3% |
| All | +7.3% | +31.2% | -23.8% | -14.1% |
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