+1,002.8%
EME vs ESTC
+19.1%
+983.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +3.5% | -9.2% | +12.7% | +4.7% |
| 30D | -6.3% | +8.1% | -14.4% | -7.8% |
| 3M | -3.8% | +38.5% | -42.2% | -8.5% |
| 6M | +8.5% | +57.8% | -49.3% | +0.7% |
| YTD | +27.8% | +10.5% | +17.3% | +23.9% |
| 1Y | +22.2% | -6.4% | +28.6% | +20.8% |
| 3Y | +253.5% | +4.7% | +248.8% | +232.3% |
| 5Y | +578.6% | -47.8% | +626.4% | +570.4% |
| All | +1,002.8% | +19.1% | +983.7% | +712.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling