+116.5%
XLY vs ESTC
+19.1%
+97.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -9.2% | +7.5% | +0.3% |
| 30D | -4.2% | +8.1% | -12.3% | -6.5% |
| 3M | -2.7% | +38.5% | -41.2% | -10.2% |
| 6M | -0.6% | +57.8% | -58.4% | -11.7% |
| YTD | -5.0% | +10.5% | -15.6% | -9.5% |
| 1Y | -4.1% | -6.4% | +2.3% | -5.9% |
| 3Y | +33.6% | +4.7% | +28.9% | +19.1% |
| 5Y | +28.7% | -47.8% | +76.5% | +24.0% |
| All | +116.5% | +19.1% | +97.3% | +49.7% |
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