+53.3%
EOG vs ESTC
+19.3%
+34.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +1.0% | -13.2% | +14.2% | +2.8% |
| 30D | +2.8% | +9.3% | -6.5% | +1.1% |
| 3M | +5.9% | +37.3% | -31.4% | +0.8% |
| 6M | +17.1% | +61.0% | -43.9% | +8.4% |
| YTD | +43.9% | +10.7% | +33.3% | +39.4% |
| 1Y | +26.9% | -7.2% | +34.1% | +25.4% |
| 3Y | +23.6% | +7.2% | +16.4% | +13.2% |
| 5Y | +178.1% | -47.7% | +225.8% | +176.9% |
| All | +53.3% | +19.3% | +34.1% | -1.6% |
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