-14.6%
EW vs ESTC
-48.9%
+34.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.0% |
| 7D | +11.0% | -11.5% | +22.5% | +12.8% |
| 30D | +19.1% | -7.5% | +26.6% | +20.1% |
| 3M | +14.4% | +23.1% | -8.7% | +9.9% |
| 6M | +22.8% | +75.3% | -52.5% | +11.4% |
| YTD | +19.8% | +14.1% | +5.7% | +15.1% |
| 1Y | +23.9% | -0.6% | +24.5% | +21.2% |
| 3Y | +52.2% | +20.8% | +31.4% | +32.8% |
| All | -14.6% | -48.9% | +34.4% | -21.9% |
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