+51.0%
EOG vs ESTC
+31.2%
+19.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | 0.0% |
| 7D | +1.3% | -8.1% | +9.4% | +2.3% |
| 30D | +8.2% | +31.7% | -23.5% | +3.8% |
| 3M | +3.8% | +41.1% | -37.2% | -1.5% |
| 6M | +15.3% | +77.1% | -61.7% | +5.6% |
| YTD | +41.7% | +21.7% | +20.0% | +35.7% |
| 1Y | +23.6% | +8.4% | +15.2% | +19.5% |
| 3Y | +23.3% | +23.6% | -0.3% | +10.7% |
| 5Y | +170.4% | -46.5% | +216.9% | +170.9% |
| All | +51.0% | +31.2% | +19.8% | -4.2% |
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 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