+34.0%
BN vs ESTC
-52.1%
+86.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.5% |
| 30D | +14.0% | -4.2% | +18.2% | +14.6% |
| 3M | -9.0% | +2.5% | -11.5% | -10.5% |
| 6M | -8.8% | +81.5% | -90.3% | -21.6% |
| YTD | -10.3% | +16.8% | -27.1% | -15.7% |
| 1Y | -5.8% | -3.5% | -2.4% | -8.2% |
| 3Y | +94.8% | +17.7% | +77.1% | +70.9% |
| All | +34.0% | -52.1% | +86.1% | +17.2% |
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