+20.0%
GE vs ESTC
+7.3%
+12.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +0.9% |
| 7D | -1.6% | -8.1% | +6.5% | -2.0% |
| 30D | -11.6% | +31.7% | -43.3% | -10.2% |
| 3M | +3.0% | +41.1% | -38.0% | +5.1% |
| 6M | -0.5% | +77.1% | -77.6% | +3.0% |
| YTD | +9.7% | +21.7% | -12.0% | +12.3% |
| 1Y | +20.0% | +8.4% | +11.7% | +25.0% |
| All | +20.0% | +7.3% | +12.8% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling