+80.1%
XLF vs ESTC
+19.0%
+61.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +0.8% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | +6.5% | -11.2% | +17.7% | +7.4% |
| 3M | +1.2% | +14.3% | -13.1% | -0.5% |
| 6M | +14.6% | +67.0% | -52.4% | +8.4% |
| YTD | +7.7% | +15.7% | -7.9% | +4.9% |
| 1Y | +11.8% | -6.3% | +18.0% | +10.8% |
| 3Y | +80.1% | +14.5% | +65.6% | +75.3% |
| All | +80.1% | +19.0% | +61.0% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling