+453.2%
GE vs ESTC
+31.2%
+422.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.7% |
| 7D | -1.6% | -8.1% | +6.5% | -0.5% |
| 30D | -11.6% | +31.7% | -43.3% | -15.5% |
| 3M | +3.0% | +41.1% | -38.0% | -2.8% |
| 6M | -0.5% | +77.1% | -77.6% | -9.9% |
| YTD | +9.7% | +21.7% | -12.0% | +4.6% |
| 1Y | +20.0% | +8.4% | +11.7% | +15.8% |
| 3Y | +275.8% | +23.6% | +252.2% | +238.9% |
| 5Y | +429.1% | -46.5% | +475.5% | +421.1% |
| All | +453.2% | +31.2% | +422.1% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling