+14.6%
XYL vs ESTC
+18.2%
-3.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.7% |
| 7D | -5.0% | -8.1% | +3.1% | -4.5% |
| 30D | -13.2% | +31.7% | -44.9% | -15.3% |
| 3M | -3.7% | +41.1% | -44.8% | -6.6% |
| 6M | -17.7% | +77.1% | -94.8% | -22.0% |
| YTD | -21.5% | +21.7% | -43.2% | -23.1% |
| 1Y | -24.5% | +8.4% | -32.9% | -25.4% |
| All | +14.6% | +18.2% | -3.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling