+397.4%
XLK vs ESTC
+25.9%
+371.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +3.4% | +2.4% | +1.0% | +2.8% |
| 30D | -10.6% | -4.2% | -6.3% | -9.7% |
| 3M | -10.6% | +2.5% | -13.1% | -12.0% |
| 6M | -3.5% | +81.5% | -85.0% | -18.1% |
| YTD | +18.7% | +16.8% | +1.9% | +10.7% |
| 1Y | +19.4% | -3.5% | +22.9% | +16.3% |
| 3Y | +94.5% | +17.7% | +76.7% | +67.0% |
| 5Y | +111.2% | -51.7% | +163.0% | +113.3% |
| All | +397.4% | +25.9% | +371.5% | +222.8% |
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 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