+47.0%
EEM vs ESTC
-47.2%
+94.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.6% |
| 7D | +3.1% | -4.3% | +7.4% | +3.5% |
| 30D | +4.9% | +17.7% | -12.9% | +2.6% |
| 3M | +5.2% | +42.3% | -37.1% | +0.7% |
| 6M | +20.7% | +64.6% | -43.9% | +13.2% |
| YTD | +26.5% | +17.2% | +9.3% | +22.7% |
| 1Y | +37.8% | -4.2% | +42.1% | +36.5% |
| 3Y | +91.0% | +13.5% | +77.4% | +77.1% |
| 5Y | +47.0% | -45.5% | +92.6% | +36.9% |
| All | +47.0% | -47.2% | +94.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling