+86.9%
EWT vs ESTC
-5.1%
+92.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +2.1% | -3.3% | +5.5% | +2.2% |
| 30D | +9.4% | +13.4% | -4.1% | +8.3% |
| 3M | +10.9% | +41.3% | -30.5% | +8.4% |
| 6M | +57.9% | +62.6% | -4.6% | +52.8% |
| YTD | +75.9% | +14.8% | +61.2% | +72.9% |
| All | +86.9% | -5.1% | +92.0% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling