+195.6%
XHB vs ESTC
+25.9%
+169.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -0.2% | +2.4% | -2.6% | -0.7% |
| 30D | +9.9% | -4.2% | +14.2% | +10.5% |
| 3M | -6.3% | +2.5% | -8.8% | -7.6% |
| 6M | +3.8% | +81.5% | -77.6% | -9.4% |
| YTD | +0.1% | +16.8% | -16.7% | -5.8% |
| 1Y | -0.8% | -3.5% | +2.6% | -3.3% |
| 3Y | +35.6% | +17.7% | +17.9% | +17.8% |
| 5Y | +29.6% | -51.7% | +81.3% | +28.3% |
| All | +195.6% | +25.9% | +169.7% | +95.1% |
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