+148.6%
BKR vs ESTC
+23.7%
+124.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | -1.5% | -3.3% | +1.8% | -1.2% |
| 30D | -0.7% | +13.4% | -14.1% | -2.8% |
| 3M | +0.5% | +41.3% | -40.8% | -4.7% |
| 6M | +6.6% | +62.6% | -56.0% | -1.3% |
| YTD | +41.3% | +14.8% | +26.5% | +36.4% |
| 1Y | +42.2% | -5.1% | +47.3% | +40.4% |
| 3Y | +83.4% | +11.2% | +72.3% | +70.0% |
| 5Y | +203.6% | -47.0% | +250.6% | +203.1% |
| All | +148.6% | +23.7% | +124.9% | +67.6% |
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