+30.3%
BN vs ESTC
-48.9%
+79.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +5.3% | -11.5% | +16.9% | +7.9% |
| 30D | +11.9% | -7.5% | +19.4% | +13.3% |
| 3M | -5.7% | +23.1% | -28.8% | -11.0% |
| 6M | -10.6% | +75.3% | -85.9% | -22.6% |
| YTD | -9.4% | +14.1% | -23.5% | -14.5% |
| 1Y | -8.8% | -0.6% | -8.2% | -11.7% |
| 3Y | +95.6% | +20.8% | +74.8% | +70.2% |
| All | +30.3% | -48.9% | +79.3% | +16.2% |
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