+41.6%
XLE vs ESTC
-3.0%
+44.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.4% |
| 7D | -6.7% | -3.6% | -3.1% | -6.7% |
| 30D | -4.4% | -11.2% | +6.8% | -4.5% |
| 3M | +4.0% | +14.3% | -10.3% | +4.3% |
| 6M | +13.2% | +67.0% | -53.8% | +14.3% |
| YTD | +41.9% | +15.7% | +26.2% | +43.0% |
| 1Y | +41.6% | -6.3% | +47.9% | +44.3% |
| All | +41.6% | -3.0% | +44.7% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling