+58.5%
BEN vs ESTC
+19.1%
+39.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.1% | -9.2% | +6.1% | -1.5% |
| 30D | +0.2% | +8.1% | -7.9% | -1.8% |
| 3M | +6.8% | +38.5% | -31.6% | 0.0% |
| 6M | +38.1% | +57.8% | -19.7% | +25.5% |
| YTD | +44.3% | +10.5% | +33.8% | +38.9% |
| 1Y | +42.6% | -6.4% | +48.9% | +40.3% |
| 3Y | +52.3% | +4.7% | +47.7% | +39.2% |
| 5Y | +37.6% | -47.8% | +85.4% | +32.4% |
| All | +58.5% | +19.1% | +39.3% | +16.8% |
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