-31.5%
XYL vs ESTC
+1.6%
-33.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.8% | +5.0% |
| 7D | +14.5% | -15.9% | +30.4% | +14.6% |
| 30D | -1.3% | -5.5% | +4.2% | -1.4% |
| 3M | -17.0% | +26.2% | -43.2% | -17.1% |
| 6M | -11.3% | +77.0% | -88.4% | -11.8% |
| YTD | -25.0% | +18.9% | -43.8% | -24.4% |
| 1Y | -31.5% | +1.3% | -32.8% | -31.4% |
| All | -31.5% | +1.6% | -33.1% | -31.4% |
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