+528.6%
BTSG vs ESTC
-23.3%
+551.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +2.6% |
| 7D | +4.4% | -1.2% | +5.5% | +4.4% |
| 30D | +8.5% | -8.1% | +16.6% | +8.9% |
| 3M | +10.8% | +20.2% | -9.4% | +8.4% |
| 6M | +26.1% | +72.7% | -46.6% | +18.3% |
| YTD | +84.6% | +19.6% | +65.0% | +79.2% |
| 1Y | +108.7% | +0.3% | +108.4% | +106.4% |
| All | +528.6% | -23.3% | +551.9% | +506.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling