+37.7%
XLC vs ESTC
-46.4%
+84.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.5% |
| 7D | -0.8% | -8.1% | +7.3% | +0.4% |
| 30D | +1.0% | +31.7% | -30.6% | -4.0% |
| 3M | -0.7% | +41.1% | -41.7% | -6.9% |
| 6M | -5.1% | +77.1% | -82.2% | -14.9% |
| YTD | -4.3% | +21.7% | -26.0% | -9.1% |
| 1Y | -0.6% | +8.4% | -8.9% | -4.3% |
| 3Y | +72.7% | +23.6% | +49.1% | +51.2% |
| All | +37.7% | -46.4% | +84.1% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling