+36.5%
XLB vs ESTC
-46.4%
+82.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.1% |
| 7D | -1.4% | -8.1% | +6.7% | -0.6% |
| 30D | -0.4% | +31.7% | -32.1% | -3.6% |
| 3M | +2.0% | +41.1% | -39.1% | -2.3% |
| 6M | +1.8% | +77.1% | -75.2% | -5.4% |
| YTD | +16.6% | +21.7% | -5.1% | +12.8% |
| 1Y | +16.9% | +8.4% | +8.6% | +14.2% |
| 3Y | +32.6% | +23.6% | +8.9% | +21.7% |
| All | +36.5% | -46.4% | +82.9% | +27.4% |
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