+133.7%
XLE vs ESTC
+31.2%
+102.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.4% |
| 7D | +2.2% | -8.1% | +10.3% | +3.1% |
| 30D | +11.8% | +31.7% | -19.9% | +7.8% |
| 3M | +9.8% | +41.1% | -31.2% | +4.9% |
| 6M | +15.6% | +77.1% | -61.5% | +7.0% |
| YTD | +45.3% | +21.7% | +23.6% | +39.9% |
| 1Y | +48.3% | +8.4% | +39.9% | +44.2% |
| 3Y | +55.4% | +23.6% | +31.8% | +42.0% |
| 5Y | +216.1% | -46.5% | +262.6% | +216.2% |
| All | +133.7% | +31.2% | +102.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling