-14.3%
XYL vs ESTC
-47.2%
+32.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.6% | +3.4% |
| 7D | +1.8% | -4.3% | +6.1% | +2.3% |
| 30D | -9.2% | +17.7% | -26.9% | -11.6% |
| 3M | -0.3% | +42.3% | -42.6% | -5.6% |
| 6M | -11.0% | +64.6% | -75.5% | -18.0% |
| YTD | -19.2% | +17.2% | -36.4% | -22.1% |
| 1Y | -21.2% | -4.2% | -17.0% | -22.1% |
| 3Y | +18.6% | +13.5% | +5.1% | +8.2% |
| 5Y | -14.3% | -45.5% | +31.2% | -18.0% |
| All | -14.3% | -47.2% | +32.9% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling