+75.3%
BR vs ESTC
+24.6%
+50.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +0.8% |
| 7D | +5.0% | -3.6% | +8.6% | +5.5% |
| 30D | +16.6% | -11.2% | +27.8% | +18.3% |
| 3M | +12.0% | +14.3% | -2.4% | +8.9% |
| 6M | +30.7% | +67.0% | -36.2% | +20.1% |
| YTD | -11.9% | +15.7% | -27.6% | -15.4% |
| 1Y | -11.6% | -6.3% | -5.3% | -12.8% |
| 3Y | +15.0% | +14.5% | +0.5% | +4.9% |
| 5Y | +18.1% | -49.9% | +68.0% | +15.4% |
| All | +75.3% | +24.6% | +50.6% | +30.8% |
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