-68.9%
XYZ vs ESTC
-46.4%
-22.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.5% |
| 7D | -1.0% | -8.1% | +7.1% | +2.9% |
| 30D | -1.7% | +31.7% | -33.4% | -16.2% |
| 3M | +16.7% | +41.1% | -24.3% | -4.4% |
| 6M | +26.9% | +77.1% | -50.2% | -8.8% |
| YTD | +27.1% | +21.7% | +5.4% | +8.4% |
| 1Y | +9.3% | +8.4% | +0.9% | -3.6% |
| 3Y | +42.3% | +23.6% | +18.7% | -5.3% |
| All | -68.9% | -46.4% | -22.5% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling