+61.0%
XLC vs ESTC
+18.0%
+43.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | +4.9% | -11.5% | +16.4% | +6.0% |
| 30D | -5.8% | -7.5% | +1.7% | -5.3% |
| 3M | -5.4% | +23.1% | -28.5% | -7.7% |
| 6M | -10.2% | +75.3% | -85.5% | -15.3% |
| YTD | -10.2% | +14.1% | -24.3% | -12.2% |
| 1Y | -5.6% | -0.6% | -5.0% | -6.7% |
| 3Y | +61.0% | +20.8% | +40.2% | +58.2% |
| All | +61.0% | +18.0% | +43.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling