+4.8%
EMB vs ESTC
+0.7%
+4.1%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.1% |
| 7D | +0.3% | -4.3% | +4.6% | +0.3% |
| 30D | -0.5% | +17.7% | -18.2% | -0.6% |
| 3M | +0.3% | +42.3% | -42.0% | 0.0% |
| 6M | +1.2% | +64.6% | -63.4% | +0.8% |
| YTD | +1.5% | +17.2% | -15.7% | +1.2% |
| 1Y | +4.8% | -4.2% | +9.0% | +4.8% |
| All | +4.8% | +0.7% | +4.1% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling