-9.2%
XYZ vs ESTC
+23.0%
-32.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.5% |
| 7D | +12.1% | -11.5% | +23.7% | +19.2% |
| 30D | +12.4% | -7.5% | +19.9% | +16.0% |
| 3M | +8.2% | +23.1% | -14.9% | -6.9% |
| 6M | +20.7% | +75.3% | -54.6% | -15.4% |
| YTD | +31.3% | +14.1% | +17.2% | +12.5% |
| 1Y | +20.5% | -0.6% | +21.1% | +9.4% |
| 3Y | +72.6% | +20.8% | +51.8% | +14.7% |
| 5Y | -64.0% | -48.8% | -15.2% | -62.1% |
| All | -9.2% | +23.0% | -32.1% | -53.9% |
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