+97.0%
XEL vs ESTC
+19.3%
+77.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.9% |
| 7D | -1.2% | -13.2% | +11.9% | -0.9% |
| 30D | -2.9% | +9.3% | -12.2% | -3.2% |
| 3M | -2.7% | +37.3% | -40.1% | -3.6% |
| 6M | -6.5% | +61.0% | -67.5% | -7.9% |
| YTD | +3.6% | +10.7% | -7.0% | +3.2% |
| 1Y | +7.5% | -7.2% | +14.7% | +7.6% |
| 3Y | +46.3% | +7.2% | +39.2% | +43.4% |
| 5Y | +30.5% | -47.7% | +78.2% | +29.8% |
| All | +97.0% | +19.3% | +77.8% | +73.0% |
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