+114.6%
XEL vs ESTC
+27.2%
+87.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | +1.4% | +5.8% | -4.4% | +1.3% |
| 30D | +9.2% | -5.6% | +14.8% | +9.3% |
| 3M | +4.5% | +15.4% | -10.9% | +4.0% |
| 6M | +3.6% | +77.8% | -74.2% | +1.9% |
| YTD | +12.9% | +18.1% | -5.2% | +12.2% |
| 1Y | +4.1% | -3.7% | +7.8% | +4.1% |
| 3Y | +52.3% | +16.9% | +35.4% | +48.9% |
| 5Y | +51.6% | -51.2% | +102.9% | +51.6% |
| All | +114.6% | +27.2% | +87.4% | +88.1% |
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