+1.1%
BX vs ESTC
-48.1%
+49.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.0% | +2.4% |
| 7D | +3.3% | -1.2% | +4.4% | +3.6% |
| 30D | +9.6% | -8.1% | +17.7% | +11.9% |
| 3M | -8.7% | +20.2% | -28.8% | -14.9% |
| 6M | +2.2% | +72.7% | -70.5% | -15.7% |
| YTD | -16.2% | +19.6% | -35.8% | -23.6% |
| 1Y | -11.5% | +0.3% | -11.8% | -15.4% |
| 3Y | +41.0% | +22.8% | +18.2% | +12.7% |
| 5Y | +1.1% | -50.9% | +52.0% | -13.2% |
| All | +1.1% | -48.1% | +49.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling