+452.1%
BTSG vs ESTC
-22.0%
+474.0%
-35.6%
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% | -0.8% |
| 7D | +2.7% | -8.1% | +10.8% | +3.3% |
| 30D | -3.6% | +31.7% | -35.3% | -6.2% |
| 3M | +5.8% | +41.1% | -35.2% | +2.2% |
| 6M | +44.7% | +77.1% | -32.3% | +35.7% |
| YTD | +62.2% | +21.7% | +40.5% | +57.6% |
| 1Y | +152.1% | +8.4% | +143.7% | +147.4% |
| All | +452.1% | -22.0% | +474.0% | +433.4% |
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 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