+97.8%
XEL vs ESTC
+31.2%
+66.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | -1.0% | -8.1% | +7.2% | -0.8% |
| 30D | -1.9% | +31.7% | -33.6% | -2.6% |
| 3M | -1.9% | +41.1% | -43.0% | -2.8% |
| 6M | -7.4% | +77.1% | -84.5% | -9.0% |
| YTD | +4.1% | +21.7% | -17.6% | +3.4% |
| 1Y | +8.0% | +8.4% | -0.3% | +7.7% |
| 3Y | +48.4% | +23.6% | +24.8% | +44.8% |
| 5Y | +27.2% | -46.5% | +73.7% | +26.7% |
| All | +97.8% | +31.2% | +66.7% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling