+101.7%
EEM vs ESTC
+31.2%
+70.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.4% |
| 7D | +2.3% | -8.1% | +10.4% | +3.4% |
| 30D | +4.5% | +31.7% | -27.1% | +0.1% |
| 3M | -0.1% | +41.1% | -41.1% | -5.4% |
| 6M | +16.9% | +77.1% | -60.1% | +6.6% |
| YTD | +26.2% | +21.7% | +4.5% | +20.7% |
| 1Y | +40.5% | +8.4% | +32.1% | +35.9% |
| 3Y | +86.2% | +23.6% | +62.6% | +67.0% |
| 5Y | +45.5% | -46.5% | +91.9% | +42.9% |
| All | +101.7% | +31.2% | +70.6% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling