+152.5%
XLI vs ESTC
+31.2%
+121.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.0% |
| 7D | -1.1% | -8.1% | +7.1% | -0.1% |
| 30D | -5.9% | +31.7% | -37.6% | -9.7% |
| 3M | -0.3% | +41.1% | -41.3% | -5.3% |
| 6M | +0.1% | +77.1% | -76.9% | -8.3% |
| YTD | +13.6% | +21.7% | -8.1% | +8.9% |
| 1Y | +17.2% | +8.4% | +8.8% | +13.7% |
| 3Y | +68.2% | +23.6% | +44.6% | +53.0% |
| 5Y | +80.7% | -46.5% | +127.2% | +78.2% |
| All | +152.5% | +31.2% | +121.3% | +79.8% |
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 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