+24.7%
ESTC vs BUD
+8.7%
+16.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | -8.6% | +7.4% | -16.0% | -10.7% |
| 3M | +14.4% | +4.3% | +10.1% | +12.7% |
| 6M | +73.3% | +5.3% | +68.0% | +69.6% |
| YTD | +15.7% | +33.2% | -17.5% | +4.1% |
| 1Y | -7.6% | +31.8% | -39.3% | -16.7% |
| 3Y | +14.6% | +47.8% | -33.2% | -2.2% |
| 5Y | -50.0% | +50.2% | -100.2% | -58.2% |
| All | +24.7% | +8.7% | +16.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling