+177.5%
XOM vs ESTC
+19.1%
+158.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.1% | -9.2% | +13.3% | +4.8% |
| 30D | +4.6% | +8.1% | -3.5% | +3.7% |
| 3M | +14.0% | +38.5% | -24.5% | +10.8% |
| 6M | +11.0% | +57.8% | -46.8% | +6.5% |
| YTD | +40.7% | +10.5% | +30.2% | +38.3% |
| 1Y | +52.3% | -6.4% | +58.7% | +51.4% |
| 3Y | +60.5% | +4.7% | +55.8% | +52.8% |
| 5Y | +266.4% | -47.8% | +314.2% | +264.1% |
| All | +177.5% | +19.1% | +158.4% | +110.3% |
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