+48.8%
BP vs ESTC
+28.9%
+19.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | -0.3% |
| 7D | -6.9% | -1.2% | -5.7% | -6.8% |
| 30D | -3.6% | -8.1% | +4.5% | -3.0% |
| 3M | +8.4% | +20.2% | -11.7% | +6.1% |
| 6M | +5.3% | +72.7% | -67.4% | -0.5% |
| YTD | +33.2% | +19.6% | +13.5% | +29.3% |
| 1Y | +28.2% | +0.3% | +27.9% | +26.4% |
| 3Y | +49.2% | +22.8% | +26.4% | +39.4% |
| 5Y | +102.9% | -50.9% | +153.7% | +105.3% |
| All | +48.8% | +28.9% | +19.9% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling