+33.2%
BE vs ESTC
-3.0%
+36.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.0% | -4.3% |
| 7D | -13.4% | -3.6% | -9.8% | -13.3% |
| 30D | -33.9% | -11.2% | -22.7% | -34.0% |
| 3M | -12.0% | +14.3% | -26.3% | -10.6% |
| 6M | -29.0% | +67.0% | -96.0% | -27.2% |
| YTD | +113.4% | +15.7% | +97.7% | +144.2% |
| 1Y | +33.2% | -6.3% | +39.4% | +66.9% |
| All | +33.2% | -3.0% | +36.2% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling