+351.8%
EWT vs ESTC
+24.7%
+327.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.8% | +5.8% |
| 7D | +3.2% | -2.6% | +5.8% | +3.7% |
| 30D | -12.3% | -8.6% | -3.7% | -11.2% |
| 3M | -3.6% | +14.4% | -18.0% | -5.9% |
| 6M | +3.1% | +73.3% | -70.2% | -5.7% |
| YTD | +57.7% | +15.7% | +42.0% | +51.7% |
| 1Y | +60.3% | -7.6% | +67.8% | +59.0% |
| 3Y | +163.4% | +14.6% | +148.8% | +142.1% |
| 5Y | +127.4% | -50.0% | +177.5% | +125.7% |
| All | +351.8% | +24.7% | +327.1% | +243.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling