+94.8%
XLP vs ESTC
+31.2%
+63.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.6% |
| 7D | -1.0% | -8.1% | +7.1% | -0.7% |
| 30D | -0.9% | +31.7% | -32.6% | -2.2% |
| 3M | +3.8% | +41.1% | -37.2% | +2.1% |
| 6M | -1.7% | +77.1% | -78.8% | -4.5% |
| YTD | +10.3% | +21.7% | -11.4% | +8.8% |
| 1Y | +7.8% | +8.4% | -0.6% | +6.8% |
| 3Y | +27.2% | +23.6% | +3.6% | +22.3% |
| 5Y | +32.5% | -46.5% | +79.0% | +31.9% |
| All | +94.8% | +31.2% | +63.7% | +65.6% |
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 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