+182.4%
BLK vs ESTC
+26.3%
+156.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.7% |
| 7D | -2.9% | -4.3% | +1.4% | -2.2% |
| 30D | -3.6% | +17.7% | -21.3% | -7.1% |
| 3M | +10.1% | +42.3% | -32.2% | +2.0% |
| 6M | +15.3% | +64.6% | -49.3% | +3.0% |
| YTD | +3.5% | +17.2% | -13.7% | -1.8% |
| 1Y | +0.7% | -4.2% | +4.9% | -1.3% |
| 3Y | +68.7% | +13.5% | +55.2% | +49.3% |
| 5Y | +33.1% | -45.5% | +78.6% | +28.4% |
| All | +182.4% | +26.3% | +156.1% | +91.5% |
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 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