+115.5%
XLY vs ESTC
+23.7%
+91.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.9% |
| 7D | -2.1% | -3.3% | +1.3% | -1.5% |
| 30D | -6.0% | +13.4% | -19.5% | -9.2% |
| 3M | -2.7% | +41.3% | -44.1% | -10.6% |
| 6M | -1.5% | +62.6% | -64.1% | -13.0% |
| YTD | -5.4% | +14.8% | -20.2% | -10.6% |
| 1Y | -3.8% | -5.1% | +1.2% | -5.9% |
| 3Y | +36.6% | +11.2% | +25.4% | +20.1% |
| 5Y | +27.4% | -47.0% | +74.3% | +22.4% |
| All | +115.5% | +23.7% | +91.8% | +47.9% |
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