+48.1%
GEV vs ESTC
-5.1%
+53.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.2% |
| 7D | +3.2% | -3.3% | +6.5% | +2.9% |
| 30D | -4.0% | +13.4% | -17.5% | -3.0% |
| 3M | +3.4% | +41.3% | -37.9% | +6.2% |
| 6M | +14.7% | +62.6% | -47.9% | +18.9% |
| YTD | +45.8% | +14.8% | +31.0% | +55.6% |
| All | +48.1% | -5.1% | +53.2% | +64.8% |
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