+26.5%
XOP vs ESTC
+25.9%
+0.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +6.3% | +2.4% | +3.9% | +5.9% |
| 30D | -6.6% | -4.2% | -2.3% | -6.1% |
| 3M | +3.6% | +2.5% | +1.1% | +2.1% |
| 6M | +10.8% | +81.5% | -70.7% | -2.3% |
| YTD | +48.3% | +16.8% | +31.4% | +40.1% |
| 1Y | +42.9% | -3.5% | +46.4% | +39.6% |
| 3Y | +43.3% | +17.7% | +25.6% | +26.2% |
| 5Y | +94.0% | -51.7% | +145.7% | +97.1% |
| All | +26.5% | +25.9% | +0.6% | -20.6% |
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