+132.5%
XLE vs ESTC
+24.7%
+107.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.2% | -2.6% | +2.4% | 0.0% |
| 30D | -4.0% | -8.6% | +4.6% | -3.2% |
| 3M | +4.6% | +14.4% | -9.7% | +2.4% |
| 6M | +12.3% | +73.3% | -61.0% | +4.2% |
| YTD | +44.5% | +15.7% | +28.8% | +39.7% |
| 1Y | +42.4% | -7.6% | +50.0% | +41.2% |
| 3Y | +67.0% | +14.6% | +52.5% | +54.1% |
| 5Y | +161.9% | -50.0% | +212.0% | +164.6% |
| All | +132.5% | +24.7% | +107.8% | +58.0% |
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