+198.6%
XHB vs ESTC
+24.7%
+173.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -4.1% | -2.6% | -1.5% | -3.6% |
| 30D | +9.6% | -8.6% | +18.2% | +11.2% |
| 3M | -6.0% | +14.4% | -20.4% | -9.4% |
| 6M | +2.2% | +73.3% | -71.1% | -10.0% |
| YTD | +1.1% | +15.7% | -14.6% | -4.6% |
| 1Y | -1.7% | -7.6% | +5.9% | -3.3% |
| 3Y | +36.5% | +14.6% | +21.9% | +19.3% |
| 5Y | +33.5% | -50.0% | +83.5% | +31.0% |
| All | +198.6% | +24.7% | +173.9% | +97.5% |
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