+145.7%
XLC vs ESTC
+24.7%
+121.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -2.6% | +6.1% | +3.9% |
| 30D | -2.6% | -8.6% | +6.0% | -1.2% |
| 3M | -2.1% | +14.4% | -16.4% | -5.4% |
| 6M | -5.5% | +73.3% | -78.8% | -15.9% |
| YTD | -6.9% | +15.7% | -22.6% | -11.7% |
| 1Y | -3.7% | -7.6% | +3.9% | -5.1% |
| 3Y | +64.2% | +14.6% | +49.6% | +44.9% |
| 5Y | +43.0% | -50.0% | +93.1% | +40.3% |
| All | +145.7% | +24.7% | +121.0% | +71.9% |
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