+394.2%
XPO vs ESTC
+28.9%
+365.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.9% | +1.4% | +5.0% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | +2.5% | -8.1% | +10.6% | +4.3% |
| 3M | -7.2% | +20.2% | -27.4% | -12.9% |
| 6M | -8.1% | +72.7% | -80.8% | -22.5% |
| YTD | +38.3% | +19.6% | +18.7% | +26.3% |
| 1Y | +33.6% | +0.3% | +33.3% | +27.2% |
| 3Y | +133.1% | +22.8% | +110.3% | +95.6% |
| 5Y | +308.9% | -50.9% | +359.8% | +302.9% |
| All | +394.2% | +28.9% | +365.2% | +211.6% |
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