+42.5%
BEN vs ESTC
-46.4%
+88.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.3% |
| 7D | +0.2% | -8.1% | +8.3% | +1.6% |
| 30D | -0.5% | +31.7% | -32.2% | -6.0% |
| 3M | +9.7% | +41.1% | -31.3% | +2.1% |
| 6M | +33.9% | +77.1% | -43.2% | +18.7% |
| YTD | +49.0% | +21.7% | +27.3% | +40.8% |
| 1Y | +42.1% | +8.4% | +33.7% | +36.1% |
| 3Y | +51.9% | +23.6% | +28.3% | +32.6% |
| All | +42.5% | -46.4% | +88.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling