+111.1%
XLP vs ESTC
+24.6%
+86.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | +2.3% | -3.6% | +5.9% | +2.5% |
| 30D | +9.1% | -11.2% | +20.3% | +9.5% |
| 3M | +7.9% | +14.3% | -6.5% | +7.0% |
| 6M | +9.6% | +67.0% | -57.4% | +6.7% |
| YTD | +19.4% | +15.7% | +3.8% | +18.0% |
| 1Y | +22.4% | -6.3% | +28.6% | +22.1% |
| 3Y | +43.2% | +14.5% | +28.7% | +38.3% |
| 5Y | +42.6% | -49.9% | +92.4% | +42.4% |
| All | +111.1% | +24.6% | +86.4% | +79.6% |
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