-47.0%
ESTC vs BTG
+75.0%
-122.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.4% |
| 7D | -3.3% | +2.4% | -5.8% | -3.7% |
| 30D | +13.4% | +9.5% | +4.0% | +11.1% |
| 3M | +41.3% | +38.5% | +2.8% | +31.0% |
| 6M | +62.6% | +5.6% | +56.9% | +58.0% |
| YTD | +14.8% | +23.9% | -9.2% | +6.4% |
| 1Y | -5.1% | +32.1% | -37.2% | -14.8% |
| 3Y | +11.2% | +103.2% | -92.0% | -15.4% |
| 5Y | -47.0% | +79.7% | -126.7% | -58.3% |
| All | -47.0% | +75.0% | -122.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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