+286.1%
XME vs ESTC
+31.2%
+254.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.0% |
| 7D | -0.1% | -8.1% | +8.0% | +1.2% |
| 30D | +6.0% | +31.7% | -25.7% | +0.2% |
| 3M | -7.7% | +41.1% | -48.8% | -14.1% |
| 6M | +1.0% | +77.1% | -76.1% | -10.5% |
| YTD | +14.6% | +21.7% | -7.1% | +8.1% |
| 1Y | +46.0% | +8.4% | +37.6% | +39.8% |
| 3Y | +127.0% | +23.6% | +103.4% | +100.8% |
| 5Y | +175.8% | -46.5% | +222.3% | +166.8% |
| All | +286.1% | +31.2% | +254.9% | +171.0% |
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 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