+109.3%
EW vs ESTC
+24.7%
+84.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +6.5% | -2.6% | +9.1% | +6.9% |
| 30D | +22.5% | -8.6% | +31.1% | +24.1% |
| 3M | +13.0% | +14.4% | -1.4% | +9.0% |
| 6M | +37.1% | +73.3% | -36.2% | +21.7% |
| YTD | +24.1% | +15.7% | +8.4% | +17.5% |
| 1Y | +24.2% | -7.6% | +31.8% | +22.3% |
| 3Y | +64.8% | +14.6% | +50.2% | +43.0% |
| 5Y | -7.4% | -50.0% | +42.6% | -9.2% |
| All | +109.3% | +24.7% | +84.5% | +35.4% |
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