+44.4%
XME vs ESTC
-4.1%
+48.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.2% |
| 7D | +3.6% | -4.3% | +7.9% | +3.7% |
| 30D | +3.6% | +17.7% | -14.1% | +3.0% |
| 3M | +1.2% | +42.3% | -41.1% | 0.0% |
| 6M | +9.0% | +64.6% | -55.5% | +7.4% |
| YTD | +15.9% | +17.2% | -1.3% | +16.2% |
| All | +44.4% | -4.1% | +48.5% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling