+119.3%
EWT vs ESTC
-49.1%
+168.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.2% |
| 7D | +13.2% | +5.8% | +7.5% | +12.4% |
| 30D | -14.3% | -5.6% | -8.7% | -13.6% |
| 3M | -8.4% | +15.4% | -23.8% | -10.5% |
| 6M | +3.7% | +77.8% | -74.1% | -4.5% |
| YTD | +53.1% | +18.1% | +35.0% | +47.7% |
| 1Y | +55.5% | -3.7% | +59.2% | +53.8% |
| 3Y | +155.6% | +16.9% | +138.8% | +137.2% |
| 5Y | +119.3% | -51.2% | +170.6% | +99.2% |
| All | +119.3% | -49.1% | +168.4% | +99.2% |
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 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