+620.7%
GEV vs ESTC
-7.2%
+627.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.7% |
| 7D | +3.3% | -8.1% | +11.4% | +4.5% |
| 30D | -7.5% | +31.7% | -39.2% | -12.2% |
| 3M | -2.2% | +41.1% | -43.2% | -8.6% |
| 6M | +12.1% | +77.1% | -65.0% | -1.4% |
| YTD | +44.4% | +21.7% | +22.7% | +38.9% |
| 1Y | +57.7% | +8.4% | +49.3% | +55.8% |
| All | +620.7% | -7.2% | +627.9% | +603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling