+24.5%
EW vs ESTC
+0.3%
+24.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.3% | +2.3% |
| 7D | +12.3% | -1.2% | +13.5% | +12.3% |
| 30D | +22.9% | -8.1% | +31.0% | +23.3% |
| 3M | +16.7% | +20.2% | -3.5% | +15.1% |
| 6M | +31.0% | +72.7% | -41.8% | +26.2% |
| YTD | +22.8% | +19.6% | +3.2% | +19.4% |
| All | +24.5% | +0.3% | +24.2% | +20.6% |
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