+57.0%
BR vs ESTC
+31.2%
+25.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.7% |
| 7D | -5.3% | -8.1% | +2.8% | -4.1% |
| 30D | +6.4% | +31.7% | -25.2% | +1.8% |
| 3M | +13.6% | +41.1% | -27.4% | +7.4% |
| 6M | -6.7% | +77.1% | -83.8% | -14.9% |
| YTD | -21.1% | +21.7% | -42.8% | -24.5% |
| 1Y | -29.6% | +8.4% | -37.9% | -31.8% |
| 3Y | -2.4% | +23.6% | -26.0% | -11.9% |
| 5Y | +11.2% | -46.5% | +57.7% | +7.8% |
| All | +57.0% | +31.2% | +25.9% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling