+35.8%
XHB vs ESTC
-48.1%
+83.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.8% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +11.8% | -8.1% | +19.9% | +13.0% |
| 3M | -3.8% | +20.2% | -24.0% | -7.6% |
| 6M | +4.1% | +72.7% | -68.7% | -6.6% |
| YTD | +4.0% | +19.6% | -15.7% | -1.4% |
| 1Y | +1.6% | +0.3% | +1.3% | -0.9% |
| 3Y | +43.2% | +22.8% | +20.4% | +25.0% |
| 5Y | +35.8% | -50.9% | +86.7% | +16.5% |
| All | +35.8% | -48.1% | +83.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling