+103.5%
XBI vs ESTC
+11.0%
+92.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -3.6% | -3.3% | -0.3% | -3.3% |
| 30D | +0.9% | +13.4% | -12.6% | -1.2% |
| 3M | +21.4% | +41.3% | -19.9% | +15.4% |
| 6M | +25.5% | +62.6% | -37.1% | +16.5% |
| YTD | +30.8% | +14.8% | +16.1% | +26.9% |
| 1Y | +68.6% | -5.1% | +73.6% | +67.5% |
| All | +103.5% | +11.0% | +92.5% | +87.7% |
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