+143.8%
XLI vs ESTC
+25.9%
+117.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +3.8% | +2.4% | +1.4% | +3.4% |
| 30D | +1.0% | -4.2% | +5.3% | +1.4% |
| 3M | -8.9% | +2.5% | -11.4% | -9.7% |
| 6M | -2.3% | +81.5% | -83.8% | -10.7% |
| YTD | +9.7% | +16.8% | -7.2% | +5.5% |
| 1Y | +12.3% | -3.5% | +15.8% | +10.6% |
| 3Y | +71.5% | +17.7% | +53.7% | +57.0% |
| 5Y | +70.2% | -51.7% | +121.9% | +70.7% |
| All | +143.8% | +25.9% | +117.9% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling