+72.6%
XYZ vs ESTC
+18.0%
+54.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | +12.1% | -11.5% | +23.7% | +15.8% |
| 30D | +12.4% | -7.5% | +19.9% | +14.3% |
| 3M | +8.2% | +23.1% | -14.9% | +0.3% |
| 6M | +20.7% | +75.3% | -54.6% | +0.7% |
| YTD | +31.3% | +14.1% | +17.2% | +22.3% |
| 1Y | +20.5% | -0.6% | +21.1% | +16.0% |
| 3Y | +72.6% | +20.8% | +51.8% | +67.1% |
| All | +72.6% | +18.0% | +54.6% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling