+205.3%
XME vs ESTC
+25.9%
+179.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | -6.1% | -4.2% | -1.9% | -5.5% |
| 3M | -18.6% | +2.5% | -21.1% | -19.6% |
| 6M | -23.9% | +81.5% | -105.4% | -32.6% |
| YTD | -9.3% | +16.8% | -26.2% | -14.0% |
| 1Y | +1.8% | -3.5% | +5.2% | -0.3% |
| 3Y | +93.0% | +17.7% | +75.3% | +72.5% |
| 5Y | +107.0% | -51.7% | +158.7% | +104.3% |
| All | +205.3% | +25.9% | +179.4% | +115.4% |
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