+115.8%
XLB vs ESTC
+28.9%
+86.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +1.3% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +7.1% | -8.1% | +15.2% | +8.1% |
| 3M | +0.6% | +20.2% | -19.6% | -2.5% |
| 6M | +3.5% | +72.7% | -69.3% | -5.1% |
| YTD | +18.2% | +19.6% | -1.4% | +13.2% |
| 1Y | +25.6% | +0.3% | +25.3% | +23.0% |
| 3Y | +46.7% | +22.8% | +23.9% | +32.5% |
| 5Y | +30.9% | -50.9% | +81.8% | +30.0% |
| All | +115.8% | +28.9% | +86.9% | +53.9% |
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