-11.6%
BX vs ESTC
-3.0%
-8.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.6% |
| 7D | +3.7% | -3.6% | +7.2% | +4.4% |
| 30D | +8.2% | -11.2% | +19.4% | +10.3% |
| 3M | -12.7% | +14.3% | -27.0% | -15.7% |
| 6M | +1.0% | +67.0% | -66.0% | -10.5% |
| YTD | -17.2% | +15.7% | -32.9% | -24.5% |
| 1Y | -11.6% | -6.3% | -5.3% | -19.8% |
| All | -11.6% | -3.0% | -8.5% | -19.8% |
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