+15.8%
BTI vs ESTC
-6.1%
+21.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | -3.2% | +5.8% | -9.0% | -2.9% |
| 30D | +9.7% | -5.6% | +15.3% | +9.4% |
| 3M | +11.1% | +15.4% | -4.4% | +12.2% |
| 6M | -1.2% | +77.8% | -79.0% | +3.2% |
| YTD | +12.7% | +18.1% | -5.4% | +16.5% |
| 1Y | +15.8% | -3.7% | +19.5% | +20.0% |
| All | +15.8% | -6.1% | +21.9% | +20.0% |
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