+185.8%
XHB vs ESTC
+23.7%
+162.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -1.9% | -3.3% | +1.4% | -1.4% |
| 30D | -8.3% | +13.4% | -21.8% | -11.1% |
| 3M | -7.1% | +41.3% | -48.5% | -14.1% |
| 6M | -5.3% | +62.6% | -67.8% | -15.6% |
| YTD | -3.2% | +14.8% | -18.0% | -8.2% |
| 1Y | -13.9% | -5.1% | -8.8% | -15.6% |
| 3Y | +24.9% | +11.2% | +13.8% | +10.0% |
| 5Y | +34.5% | -47.0% | +81.5% | +30.2% |
| All | +185.8% | +23.7% | +162.1% | +90.1% |
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