+26.3%
ESTC vs BUD
+3.1%
+23.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | -4.3% | +0.8% | -5.1% | -4.5% |
| 30D | +17.7% | -4.8% | +22.5% | +19.5% |
| 3M | +42.3% | +1.4% | +40.9% | +41.6% |
| 6M | +64.6% | +9.9% | +54.7% | +58.8% |
| YTD | +17.2% | +26.3% | -9.1% | +7.5% |
| 1Y | -4.2% | +36.1% | -40.4% | -14.6% |
| 3Y | +13.5% | +48.6% | -35.1% | -3.5% |
| 5Y | -45.5% | +45.0% | -90.5% | -53.9% |
| All | +26.3% | +3.1% | +23.2% | -1.8% |
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