+199.8%
EWT vs ESI
+81.4%
+118.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +2.1% | +3.9% | -1.8% | +0.5% |
| 30D | +9.4% | -3.8% | +13.2% | +11.0% |
| 3M | +10.9% | -13.1% | +24.0% | +17.0% |
| 6M | +57.9% | +11.3% | +46.6% | +51.2% |
| YTD | +75.9% | +44.1% | +31.8% | +51.8% |
| 1Y | +89.7% | +40.3% | +49.4% | +64.7% |
| All | +199.8% | +81.4% | +118.5% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling