+29.4%
EMB vs ESTC
+18.0%
+11.4%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -0.1% | -11.5% | +11.4% | +0.3% |
| 30D | +1.3% | -7.5% | +8.8% | +1.5% |
| 3M | -2.2% | +23.1% | -25.3% | -3.1% |
| 6M | -2.3% | +75.3% | -77.6% | -4.4% |
| YTD | -0.6% | +14.1% | -14.7% | -1.4% |
| 1Y | +0.5% | -0.6% | +1.1% | +0.2% |
| 3Y | +29.4% | +20.8% | +8.6% | +25.9% |
| All | +29.4% | +18.0% | +11.4% | +25.9% |
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 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