+151.5%
XLC vs ESTC
+26.3%
+125.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.2% |
| 7D | +0.6% | -4.3% | +4.9% | +1.3% |
| 30D | +0.2% | +17.7% | -17.5% | -3.3% |
| 3M | +0.6% | +42.3% | -41.6% | -6.4% |
| 6M | -4.5% | +64.6% | -69.1% | -14.2% |
| YTD | -4.7% | +17.2% | -21.9% | -9.5% |
| 1Y | -1.7% | -4.2% | +2.6% | -3.6% |
| 3Y | +72.3% | +13.5% | +58.8% | +52.6% |
| 5Y | +37.8% | -45.5% | +83.3% | +32.8% |
| All | +151.5% | +26.3% | +125.2% | +76.2% |
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