+16.2%
GEN vs ESTC
-3.0%
+19.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.6% |
| 7D | +1.0% | -3.6% | +4.6% | +1.9% |
| 30D | +29.1% | -11.2% | +40.3% | +32.2% |
| 3M | +2.9% | +14.3% | -11.4% | -4.0% |
| 6M | +33.6% | +67.0% | -33.4% | +9.1% |
| YTD | +12.0% | +15.7% | -3.6% | -3.4% |
| 1Y | +16.2% | -6.3% | +22.4% | +0.5% |
| All | +16.2% | -3.0% | +19.2% | +0.5% |
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