+101.1%
EEM vs ESTC
+23.7%
+77.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +2.0% | -3.3% | +5.3% | +2.4% |
| 30D | +5.1% | +13.4% | -8.4% | +2.7% |
| 3M | +4.6% | +41.3% | -36.7% | -1.2% |
| 6M | +17.8% | +62.6% | -44.8% | +8.6% |
| YTD | +25.8% | +14.8% | +11.1% | +21.2% |
| 1Y | +36.4% | -5.1% | +41.5% | +34.5% |
| 3Y | +90.0% | +11.2% | +78.8% | +73.3% |
| 5Y | +46.6% | -47.0% | +93.5% | +43.8% |
| All | +101.1% | +23.7% | +77.4% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling