+115.5%
XRT vs ESTC
+24.6%
+90.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.3% |
| 7D | +4.1% | -3.6% | +7.7% | +4.8% |
| 30D | +9.9% | -11.2% | +21.1% | +12.3% |
| 3M | +2.3% | +14.3% | -12.1% | -1.8% |
| 6M | +9.6% | +67.0% | -57.4% | -3.7% |
| YTD | +9.1% | +15.7% | -6.5% | +2.5% |
| 1Y | +16.2% | -6.3% | +22.5% | +13.8% |
| 3Y | +60.1% | +14.5% | +45.6% | +39.9% |
| 5Y | -0.5% | -49.9% | +49.4% | -4.1% |
| All | +115.5% | +24.6% | +90.8% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling