+91.0%
EEM vs ESTC
+11.7%
+79.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.4% |
| 7D | +3.1% | -4.3% | +7.4% | +3.3% |
| 30D | +4.9% | +17.7% | -12.9% | +3.5% |
| 3M | +5.2% | +42.3% | -37.1% | +2.5% |
| 6M | +20.7% | +64.6% | -43.9% | +16.3% |
| YTD | +26.5% | +17.2% | +9.3% | +24.5% |
| 1Y | +37.8% | -4.2% | +42.1% | +37.5% |
| 3Y | +91.0% | +13.5% | +77.4% | +85.3% |
| All | +91.0% | +11.7% | +79.2% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling