+110.8%
XLB vs ESTC
+26.3%
+84.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.5% |
| 7D | -0.2% | -4.3% | +4.0% | +0.2% |
| 30D | -1.7% | +17.7% | -19.5% | -4.3% |
| 3M | +4.4% | +42.3% | -37.9% | -1.2% |
| 6M | +5.0% | +64.6% | -59.5% | -3.1% |
| YTD | +15.5% | +17.2% | -1.7% | +11.1% |
| 1Y | +14.9% | -4.2% | +19.1% | +13.3% |
| 3Y | +34.5% | +13.5% | +21.0% | +23.1% |
| 5Y | +36.5% | -45.5% | +82.1% | +33.0% |
| All | +110.8% | +26.3% | +84.5% | +51.1% |
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