+7.8%
BR vs ESTC
-47.2%
+55.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -2.0% |
| 7D | -5.9% | -4.3% | -1.7% | -5.4% |
| 30D | +1.9% | +17.7% | -15.8% | -0.8% |
| 3M | +14.7% | +42.3% | -27.6% | +8.6% |
| 6M | -12.8% | +64.6% | -77.3% | -19.2% |
| YTD | -23.0% | +17.2% | -40.2% | -25.9% |
| 1Y | -31.7% | -4.2% | -27.5% | -32.8% |
| 3Y | -4.8% | +13.5% | -18.3% | -12.6% |
| 5Y | +7.8% | -45.5% | +53.4% | -0.8% |
| All | +7.8% | -47.2% | +55.0% | -0.8% |
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