+405.9%
EWT vs ESTC
+31.2%
+374.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.5% |
| 7D | +4.0% | -8.1% | +12.1% | +5.1% |
| 30D | +10.3% | +31.7% | -21.4% | +5.5% |
| 3M | +6.1% | +41.1% | -35.0% | +0.2% |
| 6M | +56.6% | +77.1% | -20.4% | +42.4% |
| YTD | +76.6% | +21.7% | +54.9% | +68.7% |
| 1Y | +97.9% | +8.4% | +89.5% | +91.3% |
| 3Y | +198.0% | +23.6% | +174.4% | +170.2% |
| 5Y | +151.8% | -46.5% | +198.2% | +146.8% |
| All | +405.9% | +31.2% | +374.7% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling