+28.9%
ESTC vs BUD
+10.0%
+18.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.5% | +4.5% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | -8.1% | +10.0% | -18.1% | -10.9% |
| 3M | +20.2% | +1.6% | +18.6% | +19.3% |
| 6M | +72.7% | +6.5% | +66.2% | +68.5% |
| YTD | +19.6% | +34.8% | -15.2% | +7.3% |
| 1Y | +0.3% | +36.5% | -36.2% | -10.6% |
| 3Y | +22.8% | +49.0% | -26.2% | +4.7% |
| 5Y | -50.9% | +51.7% | -102.6% | -59.0% |
| All | +28.9% | +10.0% | +18.9% | -1.9% |
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