+109.3%
XME vs ESTC
-48.9%
+158.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.1% | +3.0% |
| 7D | -4.5% | -11.5% | +7.0% | -2.6% |
| 30D | -10.9% | -7.5% | -3.3% | -9.8% |
| 3M | -15.3% | +23.1% | -38.3% | -18.9% |
| 6M | -24.6% | +75.3% | -99.9% | -32.5% |
| YTD | -9.6% | +14.1% | -23.7% | -13.6% |
| 1Y | +2.9% | -0.6% | +3.5% | +0.6% |
| 3Y | +86.9% | +20.8% | +66.1% | +66.2% |
| All | +109.3% | -48.9% | +158.2% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling