+74.2%
XBI vs ESTC
+19.1%
+55.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -9.2% | +4.5% | -2.2% |
| 30D | -2.0% | +8.1% | -10.1% | -5.4% |
| 3M | +17.8% | +38.5% | -20.7% | +5.6% |
| 6M | +23.7% | +57.8% | -34.1% | +5.6% |
| YTD | +28.2% | +10.5% | +17.7% | +19.6% |
| 1Y | +64.0% | -6.4% | +70.3% | +58.8% |
| 3Y | +99.4% | +4.7% | +94.7% | +67.9% |
| 5Y | +19.3% | -47.8% | +67.1% | +15.2% |
| All | +74.2% | +19.1% | +55.1% | +9.1% |
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 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