+121.8%
BTI vs ESTC
+31.2%
+90.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.9% |
| 7D | -1.4% | -8.1% | +6.7% | -1.1% |
| 30D | -6.6% | +31.7% | -38.3% | -7.8% |
| 3M | -3.0% | +41.1% | -44.0% | -4.5% |
| 6M | -6.7% | +77.1% | -83.7% | -9.2% |
| YTD | +0.6% | +21.7% | -21.1% | -0.6% |
| 1Y | +5.6% | +8.4% | -2.8% | +4.8% |
| 3Y | +110.3% | +23.6% | +86.7% | +102.5% |
| 5Y | +114.3% | -46.5% | +160.7% | +115.9% |
| All | +121.8% | +31.2% | +90.7% | +86.2% |
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