+823.9%
BE vs ESTC
+31.2%
+792.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.5% | +11.8% | +9.3% |
| 7D | +20.0% | -8.1% | +28.1% | +24.0% |
| 30D | +7.9% | +31.7% | -23.8% | -7.2% |
| 3M | -13.2% | +41.1% | -54.3% | -28.7% |
| 6M | +53.5% | +77.1% | -23.6% | +9.2% |
| YTD | +191.0% | +21.7% | +169.3% | +143.4% |
| 1Y | +360.5% | +8.4% | +352.1% | +300.2% |
| 3Y | +1,568.0% | +23.6% | +1,544.4% | +1,041.8% |
| 5Y | +1,055.2% | -46.5% | +1,101.6% | +1,055.0% |
| All | +823.9% | +31.2% | +792.7% | +409.0% |
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