+72.9%
BR vs ESTC
+23.0%
+50.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.1% |
| 7D | +6.5% | -11.5% | +18.0% | +8.2% |
| 30D | +18.9% | -7.5% | +26.4% | +19.9% |
| 3M | +16.3% | +23.1% | -6.8% | +11.8% |
| 6M | +26.2% | +75.3% | -49.1% | +15.1% |
| YTD | -13.1% | +14.1% | -27.2% | -16.4% |
| 1Y | -10.5% | -0.6% | -9.9% | -12.5% |
| 3Y | +13.3% | +20.8% | -7.5% | +2.4% |
| 5Y | +19.9% | -48.8% | +68.7% | +16.6% |
| All | +72.9% | +23.0% | +50.0% | +29.3% |
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