+57.7%
GEV vs ESTC
+7.3%
+50.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.3% |
| 7D | +3.3% | -8.1% | +11.4% | +2.7% |
| 30D | -7.5% | +31.7% | -39.2% | -5.7% |
| 3M | -2.2% | +41.1% | -43.2% | +0.6% |
| 6M | +12.1% | +77.1% | -65.0% | +16.2% |
| YTD | +44.4% | +21.7% | +22.7% | +54.4% |
| 1Y | +57.7% | +8.4% | +49.3% | +73.2% |
| All | +57.7% | +7.3% | +50.4% | +73.2% |
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 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