+518.8%
GEV vs ESTC
-11.7%
+530.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -2.6% | -0.3% | -2.5% |
| 30D | -18.9% | -8.6% | -10.3% | -17.8% |
| 3M | -20.1% | +14.4% | -34.4% | -22.4% |
| 6M | -24.6% | +73.3% | -97.9% | -33.2% |
| YTD | +24.0% | +15.7% | +8.2% | +20.0% |
| 1Y | +40.6% | -7.6% | +48.2% | +45.3% |
| All | +518.8% | -11.7% | +530.5% | +507.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling