+171.6%
BKR vs ESTC
-47.6%
+219.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -7.0% | -9.2% | +2.2% | -6.1% |
| 30D | -8.1% | +8.1% | -16.2% | -9.1% |
| 3M | -6.6% | +38.5% | -45.1% | -10.1% |
| 6M | +0.9% | +57.8% | -56.9% | -4.5% |
| YTD | +31.1% | +10.5% | +20.6% | +28.4% |
| 1Y | +27.7% | -6.4% | +34.1% | +26.9% |
| 3Y | +71.2% | +4.7% | +66.6% | +64.0% |
| All | +171.6% | -47.6% | +219.2% | +172.5% |
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