+101.0%
XLU vs ESTC
+19.1%
+81.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -9.2% | +7.6% | -1.2% |
| 30D | -3.3% | +8.1% | -11.4% | -3.8% |
| 3M | -3.2% | +38.5% | -41.6% | -4.9% |
| 6M | -7.0% | +57.8% | -64.7% | -9.4% |
| YTD | +0.6% | +10.5% | -9.9% | -0.4% |
| 1Y | +2.4% | -6.4% | +8.8% | +2.2% |
| 3Y | +46.3% | +4.7% | +41.6% | +41.7% |
| 5Y | +44.0% | -47.8% | +91.7% | +42.6% |
| All | +101.0% | +19.1% | +81.9% | +68.7% |
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 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