+156.4%
EWT vs ESTC
-47.2%
+203.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.1% |
| 7D | +1.6% | -4.3% | +5.9% | +2.1% |
| 30D | +8.2% | +17.7% | -9.5% | +5.5% |
| 3M | +11.1% | +42.3% | -31.2% | +5.4% |
| 6M | +60.4% | +64.6% | -4.1% | +48.8% |
| YTD | +75.6% | +17.2% | +58.4% | +69.4% |
| 1Y | +91.3% | -4.2% | +95.5% | +89.0% |
| 3Y | +200.3% | +13.5% | +186.8% | +178.9% |
| 5Y | +156.4% | -45.5% | +201.9% | +138.9% |
| All | +156.4% | -47.2% | +203.6% | +138.9% |
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