+128.6%
BP vs ESTC
-46.4%
+175.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.7% |
| 7D | +3.9% | -8.1% | +12.0% | +4.3% |
| 30D | +7.6% | +31.7% | -24.1% | +5.9% |
| 3M | +0.7% | +41.1% | -40.4% | -1.4% |
| 6M | +15.5% | +77.1% | -61.6% | +11.5% |
| YTD | +30.8% | +21.7% | +9.1% | +28.7% |
| 1Y | +34.3% | +8.4% | +25.9% | +32.7% |
| 3Y | +35.1% | +23.6% | +11.4% | +30.2% |
| All | +128.6% | -46.4% | +175.0% | +117.8% |
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 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