-8.5%
BX vs ESTC
+1.6%
-10.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.4% |
| 7D | +8.3% | -15.9% | +24.1% | +11.6% |
| 30D | +13.5% | -5.5% | +19.1% | +14.4% |
| 3M | -7.6% | +26.2% | -33.8% | -12.6% |
| 6M | +4.0% | +77.0% | -73.0% | -8.8% |
| YTD | -15.2% | +18.9% | -34.1% | -22.9% |
| 1Y | -8.5% | +1.3% | -9.8% | -17.0% |
| All | -8.5% | +1.6% | -10.0% | -17.0% |
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