-20.6%
XYL vs ESTC
-6.1%
-14.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.1% |
| 7D | +0.8% | -3.3% | +4.2% | +0.9% |
| 30D | -10.8% | +13.4% | -24.3% | -10.7% |
| 3M | -2.5% | +41.3% | -43.9% | -2.4% |
| 6M | -12.2% | +62.6% | -74.8% | -11.9% |
| YTD | -20.1% | +14.8% | -34.8% | -19.4% |
| 1Y | -20.6% | -5.1% | -15.6% | -18.8% |
| All | -20.6% | -6.1% | -14.6% | -18.8% |
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