+32.4%
XLY vs ESTC
+7.0%
+25.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | 0.0% |
| 7D | -3.9% | -13.2% | +9.3% | -2.1% |
| 30D | -6.1% | +9.3% | -15.4% | -7.6% |
| 3M | -1.2% | +37.3% | -38.5% | -5.8% |
| 6M | -1.8% | +61.0% | -62.8% | -8.8% |
| YTD | -5.9% | +10.7% | -16.5% | -8.3% |
| 1Y | -3.1% | -7.2% | +4.1% | -3.5% |
| All | +32.4% | +7.0% | +25.4% | +28.0% |
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