+30.2%
XLRE vs ESTC
+7.0%
+23.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | -2.7% | -13.2% | +10.4% | -2.1% |
| 30D | -2.3% | +9.3% | -11.7% | -2.9% |
| 3M | -3.5% | +37.3% | -40.8% | -5.1% |
| 6M | +1.9% | +61.0% | -59.1% | -0.9% |
| YTD | +8.3% | +10.7% | -2.3% | +7.5% |
| 1Y | +6.4% | -7.2% | +13.6% | +6.6% |
| All | +30.2% | +7.0% | +23.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling