+34.3%
BP vs ESTC
+7.3%
+27.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.4% |
| 7D | +3.9% | -8.1% | +12.0% | +3.7% |
| 30D | +7.6% | +31.7% | -24.1% | +8.7% |
| 3M | +0.7% | +41.1% | -40.4% | +2.1% |
| 6M | +15.5% | +77.1% | -61.6% | +18.3% |
| YTD | +30.8% | +21.7% | +9.1% | +30.2% |
| 1Y | +34.3% | +8.4% | +25.9% | +34.2% |
| All | +34.3% | +7.3% | +27.0% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling