+47.0%
XYL vs ESTC
+31.2%
+15.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.4% |
| 7D | -5.0% | -8.1% | +3.1% | -3.9% |
| 30D | -13.2% | +31.7% | -44.9% | -17.1% |
| 3M | -3.7% | +41.1% | -44.8% | -9.2% |
| 6M | -17.7% | +77.1% | -94.8% | -25.6% |
| YTD | -21.5% | +21.7% | -43.2% | -25.2% |
| 1Y | -24.5% | +8.4% | -32.9% | -27.1% |
| 3Y | +6.9% | +23.6% | -16.7% | -4.3% |
| 5Y | -18.1% | -46.5% | +28.4% | -20.2% |
| All | +47.0% | +31.2% | +15.9% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling