+307.2%
EXEL vs ESTC
+28.9%
+278.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.7% | +2.4% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +19.8% | -8.1% | +28.0% | +21.1% |
| 3M | +32.7% | +20.2% | +12.5% | +27.7% |
| 6M | +49.0% | +72.7% | -23.8% | +34.5% |
| YTD | +63.7% | +19.6% | +44.0% | +55.4% |
| 1Y | +75.8% | +0.3% | +75.5% | +71.3% |
| 3Y | +241.3% | +22.8% | +218.5% | +197.2% |
| 5Y | +289.0% | -50.9% | +339.9% | +296.6% |
| All | +307.2% | +28.9% | +278.2% | +159.2% |
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