+35.9%
XOP vs ESTC
+11.7%
+24.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +2.0% |
| 7D | +0.6% | -4.3% | +4.9% | +1.0% |
| 30D | +16.5% | +17.7% | -1.2% | +14.3% |
| 3M | +15.7% | +42.3% | -26.6% | +11.3% |
| 6M | +19.2% | +64.6% | -45.4% | +12.5% |
| YTD | +55.0% | +17.2% | +37.7% | +51.0% |
| 1Y | +54.2% | -4.2% | +58.4% | +53.6% |
| 3Y | +35.9% | +13.5% | +22.3% | +31.0% |
| All | +35.9% | +11.7% | +24.1% | +31.0% |
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 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