+58.6%
EOG vs ESTC
+24.6%
+34.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.5% |
| 7D | -2.4% | -3.6% | +1.2% | -2.0% |
| 30D | +2.9% | -11.2% | +14.1% | +4.3% |
| 3M | +7.2% | +14.3% | -7.1% | +4.5% |
| 6M | +18.2% | +67.0% | -48.8% | +9.0% |
| YTD | +48.9% | +15.7% | +33.2% | +43.0% |
| 1Y | +46.7% | -6.3% | +52.9% | +44.8% |
| 3Y | +37.4% | +14.5% | +22.9% | +24.7% |
| 5Y | +103.9% | -49.9% | +153.8% | +106.6% |
| All | +58.6% | +24.6% | +34.0% | +1.0% |
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