+116.2%
XLB vs ESTC
+24.7%
+91.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +7.2% | -8.6% | +15.8% | +8.3% |
| 3M | 0.0% | +14.4% | -14.3% | -2.5% |
| 6M | +2.3% | +73.3% | -71.0% | -6.2% |
| YTD | +18.4% | +15.7% | +2.7% | +13.8% |
| 1Y | +23.3% | -7.6% | +30.9% | +22.1% |
| 3Y | +45.2% | +14.6% | +30.6% | +32.5% |
| 5Y | +31.0% | -50.0% | +81.0% | +29.5% |
| All | +116.2% | +24.7% | +91.4% | +54.8% |
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