-10.1%
XYZ vs ESTC
+25.9%
-36.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | -1.1% | +2.4% | -3.5% | -2.3% |
| 30D | +11.5% | -4.2% | +15.8% | +13.0% |
| 3M | +1.8% | +2.5% | -0.7% | -2.9% |
| 6M | +21.2% | +81.5% | -60.3% | -16.6% |
| YTD | +29.9% | +16.8% | +13.1% | +9.9% |
| 1Y | +35.8% | -3.5% | +39.2% | +25.8% |
| 3Y | +62.6% | +17.7% | +44.9% | +10.4% |
| 5Y | -62.8% | -51.7% | -11.0% | -59.1% |
| All | -10.1% | +25.9% | -36.1% | -54.9% |
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