+510.2%
GEV vs ESTC
-11.8%
+522.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.4% |
| 7D | -13.2% | -3.6% | -9.6% | -12.6% |
| 30D | -20.6% | -11.2% | -9.4% | -19.3% |
| 3M | -19.5% | +14.3% | -33.8% | -21.9% |
| 6M | -23.3% | +67.0% | -90.3% | -31.5% |
| YTD | +22.2% | +15.7% | +6.6% | +18.4% |
| 1Y | +37.8% | -6.3% | +44.1% | +41.7% |
| All | +510.2% | -11.8% | +522.0% | +499.3% |
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