+185.2%
XOM vs ESTC
+25.9%
+159.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +2.8% | +2.4% | +0.4% | +2.7% |
| 30D | -3.6% | -4.2% | +0.6% | -3.4% |
| 3M | +8.2% | +2.5% | +5.8% | +7.7% |
| 6M | +14.0% | +81.5% | -67.4% | +8.4% |
| YTD | +44.6% | +16.8% | +27.8% | +41.4% |
| 1Y | +47.8% | -3.5% | +51.2% | +46.6% |
| 3Y | +79.6% | +17.7% | +61.8% | +69.3% |
| 5Y | +214.3% | -51.7% | +266.0% | +217.4% |
| All | +185.2% | +25.9% | +159.2% | +115.0% |
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