+100.3%
XLV vs ESTC
+19.1%
+81.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -9.2% | +5.6% | -2.7% |
| 30D | -1.8% | +8.1% | -9.9% | -2.9% |
| 3M | +7.8% | +38.5% | -30.7% | +4.0% |
| 6M | +9.1% | +57.8% | -48.7% | +3.5% |
| YTD | +7.7% | +10.5% | -2.8% | +5.5% |
| 1Y | +20.4% | -6.4% | +26.8% | +19.5% |
| 3Y | +30.8% | +4.7% | +26.1% | +23.2% |
| 5Y | +34.6% | -47.8% | +82.4% | +33.6% |
| All | +100.3% | +19.1% | +81.2% | +52.5% |
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 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