+174.0%
EOG vs ESTC
-47.2%
+221.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.4% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | +7.9% | +17.7% | -9.8% | +6.4% |
| 3M | +4.5% | +42.3% | -37.8% | +1.6% |
| 6M | +12.3% | +64.6% | -52.3% | +7.8% |
| YTD | +41.9% | +17.2% | +24.7% | +39.1% |
| 1Y | +27.8% | -4.2% | +32.1% | +27.1% |
| 3Y | +21.8% | +13.5% | +8.3% | +16.2% |
| 5Y | +174.0% | -45.5% | +219.5% | +166.2% |
| All | +174.0% | -47.2% | +221.2% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling