+45.0%
BRKR vs ESTC
-4.6%
+49.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.1% | -2.9% | -8.3% |
| 7D | -6.4% | -18.5% | +12.1% | -4.2% |
| 30D | -4.0% | -11.0% | +7.0% | -2.6% |
| 3M | +10.7% | +20.8% | -10.0% | +9.4% |
| 6M | +53.0% | +67.9% | -14.9% | +43.5% |
| YTD | +23.6% | +11.6% | +12.0% | +17.5% |
| 1Y | +45.0% | -3.3% | +48.3% | +33.7% |
| All | +45.0% | -4.6% | +49.6% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling