+113.2%
XLP vs ESTC
+28.1%
+85.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.4% |
| 7D | +5.9% | -15.9% | +21.7% | +6.6% |
| 30D | +13.5% | -5.5% | +19.0% | +13.6% |
| 3M | +8.4% | +26.2% | -17.8% | +7.0% |
| 6M | +11.5% | +77.0% | -65.5% | +8.3% |
| YTD | +20.6% | +18.9% | +1.8% | +19.1% |
| 1Y | +24.3% | +1.3% | +23.0% | +23.5% |
| 3Y | +45.1% | +24.0% | +21.1% | +39.4% |
| 5Y | +44.6% | -47.7% | +92.3% | +44.0% |
| All | +113.2% | +28.1% | +85.1% | +81.2% |
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