+52.7%
BR vs ESTC
+23.7%
+29.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -5.0% | -3.3% | -1.7% | -4.6% |
| 30D | -2.5% | +13.4% | -15.9% | -4.7% |
| 3M | +13.5% | +41.3% | -27.8% | +7.3% |
| 6M | -9.4% | +62.6% | -72.0% | -16.3% |
| YTD | -23.3% | +14.8% | -38.0% | -25.9% |
| 1Y | -31.6% | -5.1% | -26.5% | -32.5% |
| 3Y | -5.1% | +11.2% | -16.2% | -12.9% |
| 5Y | +8.2% | -47.0% | +55.2% | +4.9% |
| All | +52.7% | +23.7% | +29.0% | +14.5% |
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