+40.7%
XLC vs ESTC
-52.1%
+92.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.7% | +2.4% | +1.3% | +3.3% |
| 30D | -1.9% | -4.2% | +2.3% | -1.5% |
| 3M | -3.1% | +2.5% | -5.6% | -4.3% |
| 6M | -6.4% | +81.5% | -87.9% | -16.4% |
| YTD | -6.8% | +16.8% | -23.7% | -11.2% |
| 1Y | -1.7% | -3.5% | +1.8% | -3.4% |
| 3Y | +64.7% | +17.7% | +47.0% | +45.3% |
| All | +40.7% | -52.1% | +92.8% | +26.2% |
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 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