+31.2%
ESTC vs BUD
+3.9%
+27.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -8.1% | +0.3% | -8.4% | -8.2% |
| 30D | +31.7% | -5.7% | +37.4% | +34.0% |
| 3M | +41.1% | +3.1% | +37.9% | +39.6% |
| 6M | +77.1% | +7.9% | +69.2% | +71.8% |
| YTD | +21.7% | +27.3% | -5.6% | +11.3% |
| 1Y | +8.4% | +37.8% | -29.4% | -3.8% |
| 3Y | +23.6% | +49.8% | -26.2% | +4.9% |
| 5Y | -46.5% | +43.8% | -90.3% | -54.6% |
| All | +31.2% | +3.9% | +27.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling