+43.7%
XLP vs ESTC
+15.4%
+28.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | -0.8% |
| 7D | +3.5% | -18.5% | +22.0% | +3.4% |
| 30D | +11.6% | -11.0% | +22.5% | +11.5% |
| 3M | +7.6% | +20.8% | -13.1% | +7.6% |
| 6M | +10.0% | +67.9% | -57.9% | +10.1% |
| YTD | +19.7% | +11.6% | +8.1% | +20.1% |
| 1Y | +23.5% | -3.3% | +26.7% | +24.0% |
| All | +43.7% | +15.4% | +28.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling