+29.0%
XLB vs ESTC
-48.9%
+78.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.0% |
| 7D | -1.5% | -11.5% | +10.0% | -0.3% |
| 30D | +6.1% | -7.5% | +13.6% | +6.7% |
| 3M | 0.0% | +23.1% | -23.0% | -2.8% |
| 6M | 0.0% | +75.3% | -75.3% | -7.0% |
| YTD | +16.0% | +14.1% | +1.9% | +12.8% |
| 1Y | +24.7% | -0.6% | +25.3% | +23.0% |
| 3Y | +40.4% | +20.8% | +19.5% | +29.0% |
| All | +29.0% | -48.9% | +78.0% | +17.4% |
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