+56.5%
BHP vs ESTC
+19.0%
+37.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.9% |
| 7D | +3.8% | -3.6% | +7.4% | +4.1% |
| 30D | -6.5% | -11.2% | +4.7% | -5.9% |
| 3M | -8.5% | +14.3% | -22.8% | -9.6% |
| 6M | -2.2% | +67.0% | -69.1% | -5.9% |
| YTD | +40.0% | +15.7% | +24.4% | +38.1% |
| 1Y | +51.3% | -6.3% | +57.6% | +52.1% |
| 3Y | +56.5% | +14.5% | +42.0% | +48.7% |
| All | +56.5% | +19.0% | +37.5% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling