+101.8%
XLV vs ESTC
+23.7%
+78.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -3.7% | -3.3% | -0.3% | -3.4% |
| 30D | -1.1% | +13.4% | -14.5% | -2.6% |
| 3M | +8.2% | +41.3% | -33.1% | +4.2% |
| 6M | +8.9% | +62.6% | -53.7% | +3.0% |
| YTD | +8.5% | +14.8% | -6.2% | +5.9% |
| 1Y | +22.3% | -5.1% | +27.4% | +21.2% |
| 3Y | +32.6% | +11.2% | +21.5% | +24.2% |
| 5Y | +34.4% | -47.0% | +81.4% | +33.4% |
| All | +101.8% | +23.7% | +78.1% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling