+40.9%
XYZ vs ESTC
+25.2%
+15.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.5% |
| 7D | -1.0% | -8.1% | +7.1% | +1.3% |
| 30D | -1.7% | +31.7% | -33.4% | -10.0% |
| 3M | +16.7% | +41.1% | -24.3% | +4.5% |
| 6M | +26.9% | +77.1% | -50.2% | +5.8% |
| YTD | +27.1% | +21.7% | +5.4% | +16.9% |
| 1Y | +9.3% | +8.4% | +0.9% | +2.7% |
| All | +40.9% | +25.2% | +15.7% | +28.4% |
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 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