+231.0%
EXEL vs ESTC
+23.7%
+207.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | +10.1% | +13.4% | -3.3% | +7.3% |
| 3M | +10.1% | +41.3% | -31.3% | +3.3% |
| 6M | +37.7% | +62.6% | -24.9% | +25.3% |
| YTD | +33.1% | +14.8% | +18.3% | +27.5% |
| 1Y | +52.4% | -5.1% | +57.4% | +49.7% |
| 3Y | +163.8% | +11.2% | +152.7% | +134.0% |
| 5Y | +198.5% | -47.0% | +245.5% | +195.8% |
| All | +231.0% | +23.7% | +207.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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