+60.5%
BEN vs ESTC
+23.0%
+37.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +0.2% | +23.1% | -22.8% | -4.2% |
| 6M | +10.4% | +75.3% | -64.8% | -1.4% |
| YTD | +46.2% | +14.1% | +32.1% | +39.5% |
| 1Y | +52.3% | -0.6% | +52.8% | +48.2% |
| 3Y | +65.9% | +20.8% | +45.1% | +47.6% |
| 5Y | +20.6% | -48.8% | +69.3% | +16.1% |
| All | +60.5% | +23.0% | +37.5% | +17.4% |
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