+533.0%
BE vs ESTC
+23.0%
+510.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.4% |
| 7D | -14.7% | -11.5% | -3.2% | -9.8% |
| 30D | -40.5% | -7.5% | -33.0% | -38.3% |
| 3M | -24.3% | +23.1% | -47.4% | -33.0% |
| 6M | -39.3% | +75.3% | -114.6% | -55.9% |
| YTD | +99.4% | +14.1% | +85.3% | +71.3% |
| 1Y | +26.6% | -0.6% | +27.2% | +15.9% |
| 3Y | +1,616.9% | +20.8% | +1,596.1% | +1,088.1% |
| 5Y | +441.4% | -48.8% | +490.1% | +446.8% |
| All | +533.0% | +23.0% | +510.0% | +258.4% |
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