+183.9%
BLK vs ESTC
+26.3%
+157.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.7% |
| 30D | -3.1% | +17.7% | -20.8% | -6.6% |
| 3M | +10.7% | +42.3% | -31.6% | +2.5% |
| 6M | +15.9% | +64.6% | -48.7% | +3.6% |
| YTD | +4.0% | +17.2% | -13.2% | -1.3% |
| 1Y | +1.3% | -4.2% | +5.5% | -0.8% |
| 3Y | +69.6% | +13.5% | +56.0% | +50.0% |
| 5Y | +33.8% | -45.5% | +79.3% | +29.1% |
| All | +183.9% | +26.3% | +157.6% | +92.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling