+251.0%
BHP vs ESTC
+23.7%
+227.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.9% | -3.3% | +4.2% | +1.3% |
| 30D | +4.0% | +13.4% | -9.4% | +1.6% |
| 3M | +11.3% | +41.3% | -30.1% | +5.0% |
| 6M | +29.3% | +62.6% | -33.3% | +19.0% |
| YTD | +59.2% | +14.8% | +44.5% | +53.2% |
| 1Y | +80.8% | -5.1% | +85.9% | +78.2% |
| 3Y | +88.0% | +11.2% | +76.8% | +71.0% |
| 5Y | +126.6% | -47.0% | +173.6% | +122.1% |
| All | +251.0% | +23.7% | +227.3% | +142.2% |
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