+643.2%
GEV vs ESTC
-10.6%
+653.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.8% | +3.7% |
| 7D | +8.1% | -4.3% | +12.4% | +8.7% |
| 30D | -1.9% | +17.7% | -19.6% | -5.2% |
| 3M | +4.1% | +42.3% | -38.2% | -3.1% |
| 6M | +23.2% | +64.6% | -41.4% | +10.0% |
| YTD | +48.9% | +17.2% | +31.7% | +44.0% |
| 1Y | +62.2% | -4.2% | +66.4% | +65.7% |
| All | +643.2% | -10.6% | +653.8% | +628.8% |
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 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