+21.0%
BEN vs ESTC
-48.9%
+70.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.3% |
| 7D | +6.6% | -11.5% | +18.1% | +8.8% |
| 30D | +3.8% | -7.5% | +11.4% | +5.1% |
| 3M | +0.2% | +23.1% | -22.8% | -4.4% |
| 6M | +10.4% | +75.3% | -64.8% | -1.9% |
| YTD | +46.2% | +14.1% | +32.1% | +39.3% |
| 1Y | +52.3% | -0.6% | +52.8% | +48.2% |
| 3Y | +65.9% | +20.8% | +45.1% | +45.3% |
| All | +21.0% | -48.9% | +70.0% | +8.9% |
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 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