+407.5%
XPO vs ESTC
+31.2%
+376.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +5.6% |
| 7D | +2.4% | -8.1% | +10.5% | +4.4% |
| 30D | -3.5% | +31.7% | -35.2% | -11.2% |
| 3M | -11.9% | +41.1% | -53.0% | -20.8% |
| 6M | -10.0% | +77.1% | -87.0% | -24.9% |
| YTD | +42.1% | +21.7% | +20.4% | +29.7% |
| 1Y | +47.6% | +8.4% | +39.2% | +37.6% |
| 3Y | +153.6% | +23.6% | +130.0% | +112.5% |
| 5Y | +266.5% | -46.5% | +313.0% | +253.5% |
| All | +407.5% | +31.2% | +376.3% | +220.2% |
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