+31.1%
EMB vs ESTC
+31.2%
0.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.3% |
| 7D | 0.0% | -8.1% | +8.1% | +0.5% |
| 30D | -0.3% | +31.7% | -32.0% | -2.2% |
| 3M | -0.4% | +41.1% | -41.5% | -2.8% |
| 6M | +0.1% | +77.1% | -76.9% | -3.9% |
| YTD | +1.6% | +21.7% | -20.1% | -0.4% |
| 1Y | +5.6% | +8.4% | -2.8% | +4.1% |
| 3Y | +29.8% | +23.6% | +6.2% | +23.8% |
| 5Y | +7.3% | -46.5% | +53.7% | +5.7% |
| All | +31.1% | +31.2% | 0.0% | +14.9% |
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 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