+42.3%
XPO vs ESTC
-3.5%
+45.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +2.2% |
| 7D | +9.0% | +2.4% | +6.6% | +9.0% |
| 30D | +4.2% | -4.2% | +8.4% | +3.9% |
| 3M | -8.7% | +2.5% | -11.1% | -8.5% |
| 6M | -2.8% | +81.5% | -84.2% | -0.1% |
| YTD | +41.9% | +16.8% | +25.0% | +44.3% |
| 1Y | +42.3% | -3.5% | +45.8% | +44.1% |
| All | +42.3% | -3.5% | +45.9% | +44.1% |
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