+449.6%
GE vs ESTC
+26.3%
+423.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.1% |
| 7D | +1.2% | -4.3% | +5.5% | +1.7% |
| 30D | -9.5% | +17.7% | -27.2% | -12.1% |
| 3M | +4.1% | +42.3% | -38.2% | -1.9% |
| 6M | +3.9% | +64.6% | -60.6% | -4.9% |
| YTD | +9.0% | +17.2% | -8.2% | +4.4% |
| 1Y | +21.9% | -4.2% | +26.1% | +20.0% |
| 3Y | +281.8% | +13.5% | +268.3% | +249.1% |
| 5Y | +436.7% | -45.5% | +482.3% | +425.8% |
| All | +449.6% | +26.3% | +423.3% | +289.7% |
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