+601.5%
BE vs ESTC
+25.9%
+575.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.5% |
| 7D | +10.8% | +2.4% | +8.4% | +9.9% |
| 30D | -19.8% | -4.2% | -15.5% | -17.9% |
| 3M | -18.7% | +2.5% | -21.2% | -21.2% |
| 6M | -33.7% | +81.5% | -115.2% | -52.2% |
| YTD | +121.0% | +16.8% | +104.1% | +88.2% |
| 1Y | +85.4% | -3.5% | +88.9% | +72.8% |
| 3Y | +1,709.5% | +17.7% | +1,691.8% | +1,184.1% |
| 5Y | +462.2% | -51.7% | +513.9% | +493.6% |
| All | +601.5% | +25.9% | +575.5% | +293.7% |
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