+53.4%
XOM vs ESTC
+11.7%
+41.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.8% |
| 7D | -2.4% | -4.3% | +1.9% | -2.3% |
| 30D | +5.7% | +17.7% | -12.1% | +5.5% |
| 3M | +6.6% | +42.3% | -35.7% | +6.2% |
| 6M | +7.7% | +64.6% | -56.9% | +7.1% |
| YTD | +36.2% | +17.2% | +19.0% | +36.3% |
| 1Y | +50.5% | -4.2% | +54.7% | +51.4% |
| 3Y | +53.4% | +13.5% | +39.8% | +52.8% |
| All | +53.4% | +11.7% | +41.6% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling