-51.7%
ESTC vs BTG
+30.0%
-81.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +2.4% | -9.1% | +11.5% | +4.3% |
| 30D | -4.2% | -1.6% | -2.6% | -4.2% |
| 3M | +2.5% | -2.8% | +5.3% | +2.3% |
| 6M | +81.5% | -7.6% | +89.1% | +81.6% |
| YTD | +16.8% | +10.2% | +6.6% | +10.1% |
| 1Y | -3.5% | +21.3% | -24.7% | -11.4% |
| 3Y | +17.7% | +82.7% | -65.0% | -10.0% |
| All | -51.7% | +30.0% | -81.6% | -48.8% |
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