+64.4%
XLF vs ESTC
-46.4%
+110.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | -1.3% | +13.4% | -14.7% | -3.1% |
| 3M | +9.1% | +41.3% | -32.2% | +4.3% |
| 6M | +14.4% | +62.6% | -48.2% | +7.1% |
| YTD | +5.1% | +14.8% | -9.7% | +2.1% |
| 1Y | +8.6% | -5.1% | +13.7% | +7.5% |
| 3Y | +74.4% | +11.2% | +63.3% | +63.0% |
| 5Y | +64.4% | -47.0% | +111.3% | +50.3% |
| All | +64.4% | -46.4% | +110.7% | +50.3% |
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 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