+15.0%
EEM vs ESTC
+1.6%
+13.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -3.0% | -15.9% | +12.9% | -2.4% |
| 30D | -10.3% | -5.5% | -4.8% | -10.1% |
| 3M | -6.6% | +26.2% | -32.8% | -7.4% |
| 6M | -3.4% | +77.0% | -80.4% | -5.0% |
| YTD | +13.2% | +18.9% | -5.7% | +13.1% |
| 1Y | +15.0% | +1.3% | +13.7% | +15.8% |
| All | +15.0% | +1.6% | +13.5% | +15.8% |
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