+393.1%
BX vs ESTC
+31.2%
+361.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.2% |
| 7D | -4.4% | -8.1% | +3.7% | -2.1% |
| 30D | +0.1% | +31.7% | -31.6% | -8.6% |
| 3M | +16.0% | +41.1% | -25.0% | +3.3% |
| 6M | +21.6% | +77.1% | -55.5% | +0.2% |
| YTD | -8.9% | +21.7% | -30.6% | -16.7% |
| 1Y | -16.6% | +8.4% | -25.0% | -22.1% |
| 3Y | +43.3% | +23.6% | +19.7% | +17.2% |
| 5Y | +25.7% | -46.5% | +72.2% | +20.5% |
| All | +393.1% | +31.2% | +361.9% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling