+348.0%
BX vs ESTC
+24.6%
+323.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.3% |
| 7D | +3.7% | -3.6% | +7.2% | +4.7% |
| 30D | +8.2% | -11.2% | +19.4% | +11.6% |
| 3M | -12.7% | +14.3% | -27.0% | -17.3% |
| 6M | +1.0% | +67.0% | -66.0% | -15.4% |
| YTD | -17.2% | +15.7% | -32.9% | -23.6% |
| 1Y | -11.6% | -6.3% | -5.3% | -13.8% |
| 3Y | +36.8% | +14.5% | +22.3% | +14.5% |
| 5Y | +4.8% | -49.9% | +54.7% | +2.0% |
| All | +348.0% | +24.6% | +323.3% | +184.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling