+81.0%
GEN vs ESTC
+18.0%
+63.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.9% | -3.0% |
| 7D | +2.3% | -11.5% | +13.8% | +4.4% |
| 30D | +33.1% | -7.5% | +40.6% | +34.3% |
| 3M | +6.5% | +23.1% | -16.6% | +1.3% |
| 6M | +53.8% | +75.3% | -21.5% | +37.3% |
| YTD | +11.2% | +14.1% | -2.9% | +5.0% |
| 1Y | +19.4% | -0.6% | +20.0% | +14.3% |
| 3Y | +81.0% | +20.8% | +60.2% | +69.5% |
| All | +81.0% | +18.0% | +63.0% | +69.5% |
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 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