-2.1%
EME vs ESTC
+1.6%
-3.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.8% | -9.7% |
| 7D | -5.8% | -15.9% | +10.1% | -6.9% |
| 30D | -17.9% | -5.5% | -12.4% | -18.1% |
| 3M | -22.0% | +26.2% | -48.2% | -20.3% |
| 6M | -29.7% | +77.0% | -106.7% | -26.7% |
| YTD | +4.7% | +18.9% | -14.2% | +11.3% |
| 1Y | -2.1% | +1.3% | -3.4% | +5.4% |
| All | -2.1% | +1.6% | -3.7% | +5.4% |
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 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