+145.6%
XLK vs ESTC
-49.0%
+194.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.7% |
| 7D | -0.4% | -13.2% | +12.8% | +2.5% |
| 30D | -0.5% | +9.3% | -9.8% | -3.2% |
| 3M | +5.0% | +37.3% | -32.4% | -3.3% |
| 6M | +32.9% | +61.0% | -28.2% | +17.3% |
| YTD | +29.0% | +10.7% | +18.3% | +22.9% |
| 1Y | +37.8% | -7.2% | +45.0% | +35.8% |
| 3Y | +118.7% | +7.2% | +111.5% | +94.7% |
| 5Y | +145.6% | -47.7% | +193.3% | +128.8% |
| All | +145.6% | -49.0% | +194.5% | +128.8% |
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 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