+78.9%
EEM vs ESTC
+25.9%
+52.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +2.7% | +2.4% | +0.3% | +2.3% |
| 30D | -5.4% | -4.2% | -1.1% | -4.9% |
| 3M | -8.6% | +2.5% | -11.1% | -9.5% |
| 6M | -8.9% | +81.5% | -90.4% | -17.2% |
| YTD | +11.9% | +16.8% | -4.9% | +7.4% |
| 1Y | +13.1% | -3.5% | +16.5% | +11.3% |
| 3Y | +70.7% | +17.7% | +52.9% | +54.3% |
| 5Y | +31.8% | -51.7% | +83.5% | +32.0% |
| All | +78.9% | +25.9% | +52.9% | +32.1% |
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