+189.9%
BN vs ESTC
+23.0%
+166.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +5.3% | -11.5% | +16.9% | +8.0% |
| 30D | +11.9% | -7.5% | +19.4% | +13.3% |
| 3M | -5.7% | +23.1% | -28.8% | -11.1% |
| 6M | -10.6% | +75.3% | -85.9% | -22.6% |
| YTD | -9.4% | +14.1% | -23.5% | -14.6% |
| 1Y | -8.8% | -0.6% | -8.2% | -11.8% |
| 3Y | +95.6% | +20.8% | +74.8% | +70.6% |
| 5Y | +30.2% | -48.8% | +78.9% | +26.8% |
| All | +189.9% | +23.0% | +166.9% | +100.9% |
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