+77.8%
EW vs ESTC
+31.2%
+46.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | -0.3% | -8.1% | +7.8% | +1.0% |
| 30D | +1.0% | +31.7% | -30.6% | -4.7% |
| 3M | +2.8% | +41.1% | -38.2% | -4.5% |
| 6M | +5.5% | +77.1% | -71.6% | -6.7% |
| YTD | +5.5% | +21.7% | -16.2% | -0.7% |
| 1Y | +11.0% | +8.4% | +2.7% | +6.1% |
| 3Y | +17.7% | +23.6% | -5.9% | +0.5% |
| 5Y | -25.7% | -46.5% | +20.7% | -28.1% |
| All | +77.8% | +31.2% | +46.6% | +14.5% |
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