+261.8%
XOM vs ESTC
-46.4%
+308.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | 0.0% | -3.3% | +3.4% | +0.1% |
| 30D | +3.4% | +13.4% | -10.0% | +2.8% |
| 3M | +11.0% | +41.3% | -30.3% | +9.3% |
| 6M | +10.6% | +62.6% | -52.0% | +8.2% |
| YTD | +39.2% | +14.8% | +24.4% | +38.0% |
| 1Y | +52.7% | -5.1% | +57.8% | +52.6% |
| 3Y | +56.8% | +11.2% | +45.6% | +52.2% |
| 5Y | +261.8% | -47.0% | +308.8% | +251.0% |
| All | +261.8% | -46.4% | +308.2% | +251.0% |
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 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