+162.6%
XLE vs ESTC
-50.1%
+212.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.2% | -2.6% | +2.4% | -0.1% |
| 30D | -4.0% | -8.6% | +4.6% | -3.5% |
| 3M | +4.6% | +14.4% | -9.7% | +3.3% |
| 6M | +12.3% | +73.3% | -61.0% | +7.5% |
| YTD | +44.5% | +15.7% | +28.8% | +41.9% |
| 1Y | +42.4% | -7.6% | +50.0% | +42.1% |
| 3Y | +67.0% | +14.6% | +52.5% | +60.0% |
| All | +162.6% | -50.1% | +212.7% | +141.8% |
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