+13.5%
ESTC vs BG
+20.0%
-6.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -3.8% |
| 7D | -4.3% | +2.4% | -6.7% | -4.3% |
| 30D | +17.7% | +15.0% | +2.7% | +17.3% |
| 3M | +42.3% | -0.7% | +43.0% | +42.3% |
| 6M | +64.6% | +7.5% | +57.1% | +64.0% |
| YTD | +17.2% | +41.6% | -24.4% | +15.4% |
| 1Y | -4.2% | +50.7% | -54.9% | -6.2% |
| 3Y | +13.5% | +20.3% | -6.8% | +8.3% |
| All | +13.5% | +20.0% | -6.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling