+46.7%
XLU vs ESTC
+7.0%
+39.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | -1.2% | -13.2% | +12.0% | -1.2% |
| 30D | -2.5% | +9.3% | -11.9% | -2.6% |
| 3M | -2.7% | +37.3% | -40.1% | -2.9% |
| 6M | -7.5% | +61.0% | -68.5% | -7.7% |
| YTD | +0.9% | +10.7% | -9.7% | +1.3% |
| 1Y | +3.3% | -7.2% | +10.5% | +4.1% |
| All | +46.7% | +7.0% | +39.7% | +44.7% |
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 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