+28.3%
EMB vs ESTC
+23.0%
+5.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -0.1% | -11.5% | +11.4% | +0.6% |
| 30D | +1.3% | -7.5% | +8.8% | +1.7% |
| 3M | -2.2% | +23.1% | -25.3% | -3.8% |
| 6M | -2.3% | +75.3% | -77.6% | -6.2% |
| YTD | -0.6% | +14.1% | -14.7% | -2.3% |
| 1Y | +0.5% | -0.6% | +1.1% | -0.4% |
| 3Y | +29.4% | +20.8% | +8.6% | +23.5% |
| 5Y | +6.5% | -48.8% | +55.2% | +5.1% |
| All | +28.3% | +23.0% | +5.3% | +12.7% |
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