+912.9%
BE vs ESTC
+26.3%
+886.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.7% | +13.3% | +11.2% |
| 7D | +29.8% | -4.3% | +34.1% | +31.8% |
| 30D | +26.4% | +17.7% | +8.7% | +14.3% |
| 3M | +9.3% | +42.3% | -33.0% | -10.9% |
| 6M | +105.1% | +64.6% | +40.5% | +50.9% |
| YTD | +219.0% | +17.2% | +201.8% | +170.6% |
| 1Y | +418.8% | -4.2% | +423.0% | +379.2% |
| 3Y | +1,784.6% | +13.5% | +1,771.0% | +1,247.5% |
| 5Y | +1,251.0% | -45.5% | +1,296.5% | +1,227.4% |
| All | +912.9% | +26.3% | +886.5% | +466.1% |
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 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