-20.9%
XYL vs ESTC
-48.1%
+27.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +0.9% |
| 7D | +2.1% | -1.2% | +3.2% | +2.2% |
| 30D | -3.4% | -8.1% | +4.8% | -2.6% |
| 3M | -17.2% | +20.2% | -37.4% | -19.8% |
| 6M | -12.0% | +72.7% | -84.8% | -19.4% |
| YTD | -26.3% | +19.6% | -45.9% | -29.4% |
| 1Y | -33.5% | +0.3% | -33.7% | -34.7% |
| 3Y | +6.4% | +22.8% | -16.4% | -4.3% |
| 5Y | -20.9% | -50.9% | +30.0% | -26.5% |
| All | -20.9% | -48.1% | +27.2% | -26.5% |
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 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