-5.9%
XYZ vs ESTC
+28.9%
-34.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +1.1% |
| 7D | +14.9% | -1.2% | +16.1% | +15.5% |
| 30D | +14.7% | -8.1% | +22.8% | +18.8% |
| 3M | +12.1% | +20.2% | -8.1% | -1.9% |
| 6M | +18.3% | +72.7% | -54.4% | -16.2% |
| YTD | +36.1% | +19.6% | +16.4% | +13.7% |
| 1Y | +35.3% | +0.3% | +35.0% | +22.9% |
| 3Y | +73.5% | +22.8% | +50.7% | +14.9% |
| 5Y | -61.6% | -50.9% | -10.8% | -58.2% |
| All | -5.9% | +28.9% | -34.8% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling