+80.6%
XBI vs ESTC
+26.3%
+54.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | -0.2% |
| 7D | -0.9% | -4.3% | +3.4% | +0.1% |
| 30D | +2.9% | +17.7% | -14.8% | -2.9% |
| 3M | +26.2% | +42.3% | -16.1% | +12.4% |
| 6M | +30.7% | +64.6% | -33.8% | +10.4% |
| YTD | +32.9% | +17.2% | +15.7% | +22.1% |
| 1Y | +72.3% | -4.2% | +76.5% | +66.0% |
| 3Y | +107.2% | +13.5% | +93.7% | +70.4% |
| 5Y | +23.2% | -45.5% | +68.7% | +17.8% |
| All | +80.6% | +26.3% | +54.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling