+114.2%
BTSG vs ESTC
-5.7%
+119.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.0% | -2.6% | +6.7% | +3.9% |
| 30D | +15.3% | -8.6% | +23.8% | +14.8% |
| 3M | +25.4% | +14.4% | +11.1% | +25.5% |
| 6M | +31.9% | +73.3% | -41.4% | +30.7% |
| YTD | +93.9% | +15.7% | +78.2% | +85.4% |
| 1Y | +114.2% | -7.6% | +121.7% | +94.2% |
| All | +114.2% | -5.7% | +119.9% | +94.2% |
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 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