+24.3%
BX vs ESTC
-47.2%
+71.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.5% |
| 7D | -2.0% | -4.3% | +2.3% | -0.8% |
| 30D | -2.3% | +17.7% | -20.0% | -8.0% |
| 3M | +18.5% | +42.3% | -23.8% | +4.7% |
| 6M | +23.7% | +64.6% | -40.8% | +3.4% |
| YTD | -10.4% | +17.2% | -27.6% | -17.4% |
| 1Y | -19.6% | -4.2% | -15.4% | -22.0% |
| 3Y | +30.8% | +13.5% | +17.3% | +7.3% |
| 5Y | +24.3% | -45.5% | +69.9% | +15.5% |
| All | +24.3% | -47.2% | +71.6% | +15.5% |
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