+152.1%
BTSG vs ESTC
+7.3%
+144.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.1% |
| 7D | +2.7% | -8.1% | +10.8% | +2.7% |
| 30D | -3.6% | +31.7% | -35.3% | -3.8% |
| 3M | +5.8% | +41.1% | -35.2% | +5.8% |
| 6M | +44.7% | +77.1% | -32.3% | +42.1% |
| YTD | +62.2% | +21.7% | +40.5% | +58.7% |
| 1Y | +152.1% | +8.4% | +143.7% | +149.9% |
| All | +152.1% | +7.3% | +144.8% | +149.9% |
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