+446.4%
XLK vs ESTC
+31.2%
+415.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.8% |
| 7D | +0.9% | -8.1% | +9.0% | +2.8% |
| 30D | +0.7% | +31.7% | -30.9% | -6.7% |
| 3M | -2.9% | +41.1% | -44.0% | -11.9% |
| 6M | +34.3% | +77.1% | -42.8% | +14.2% |
| YTD | +30.4% | +21.7% | +8.7% | +20.7% |
| 1Y | +43.4% | +8.4% | +35.0% | +35.4% |
| 3Y | +116.8% | +23.6% | +93.2% | +83.4% |
| 5Y | +144.0% | -46.5% | +190.5% | +139.0% |
| All | +446.4% | +31.2% | +415.3% | +251.7% |
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