+14.9%
XLB vs ESTC
+0.7%
+14.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | -0.2% | -4.3% | +4.0% | -0.3% |
| 30D | -1.7% | +17.7% | -19.5% | -1.4% |
| 3M | +4.4% | +42.3% | -37.9% | +5.2% |
| 6M | +5.0% | +64.6% | -59.5% | +6.4% |
| YTD | +15.5% | +17.2% | -1.7% | +17.1% |
| 1Y | +14.9% | -4.2% | +19.1% | +17.5% |
| All | +14.9% | +0.7% | +14.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling