-8.2%
EW vs ESTC
-52.1%
+43.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +4.9% | +2.4% | +2.5% | +4.5% |
| 30D | +23.9% | -4.2% | +28.2% | +24.4% |
| 3M | +15.8% | +2.5% | +13.3% | +14.5% |
| 6M | +31.7% | +81.5% | -49.8% | +19.0% |
| YTD | +25.7% | +16.8% | +8.8% | +20.3% |
| 1Y | +24.4% | -3.5% | +27.9% | +22.3% |
| 3Y | +65.9% | +17.7% | +48.1% | +46.0% |
| All | -8.2% | -52.1% | +43.9% | -13.9% |
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