+83.2%
BN vs ESTC
+18.2%
+65.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.5% |
| 7D | -2.5% | -8.1% | +5.6% | -1.1% |
| 30D | -9.5% | +31.7% | -41.2% | -14.4% |
| 3M | -10.4% | +41.1% | -51.4% | -16.5% |
| 6M | -6.4% | +77.1% | -83.4% | -17.0% |
| YTD | -11.9% | +21.7% | -33.6% | -16.5% |
| 1Y | -8.6% | +8.4% | -17.0% | -12.1% |
| All | +83.2% | +18.2% | +65.0% | +72.3% |
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