+106.0%
XLU vs ESTC
+26.3%
+79.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.0% |
| 7D | +2.1% | -4.3% | +6.4% | +2.3% |
| 30D | -0.4% | +17.7% | -18.1% | -1.3% |
| 3M | +0.5% | +42.3% | -41.8% | -1.4% |
| 6M | -5.8% | +64.6% | -70.4% | -8.5% |
| YTD | +3.1% | +17.2% | -14.1% | +1.9% |
| 1Y | +8.1% | -4.2% | +12.3% | +7.8% |
| 3Y | +50.5% | +13.5% | +37.0% | +45.3% |
| 5Y | +44.7% | -45.5% | +90.3% | +43.2% |
| All | +106.0% | +26.3% | +79.7% | +72.5% |
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