+34.1%
GEN vs ESTC
-52.1%
+86.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +2.0% | +2.4% | -0.4% | +1.6% |
| 30D | +27.7% | -4.2% | +32.0% | +28.1% |
| 3M | +3.3% | +2.5% | +0.8% | +2.0% |
| 6M | +31.8% | +81.5% | -49.7% | +18.9% |
| YTD | +13.5% | +16.8% | -3.3% | +8.3% |
| 1Y | +16.0% | -3.5% | +19.5% | +13.1% |
| 3Y | +70.6% | +17.7% | +52.9% | +56.2% |
| All | +34.1% | -52.1% | +86.2% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling