+217.4%
EME vs ESTC
+13.7%
+203.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +4.3% | -2.6% | +6.9% | +4.6% |
| 30D | -14.4% | -8.6% | -5.8% | -13.8% |
| 3M | -18.3% | +14.4% | -32.7% | -19.7% |
| 6M | -28.3% | +73.3% | -101.7% | -32.8% |
| YTD | +9.2% | +15.7% | -6.5% | +7.4% |
| 1Y | +4.3% | -7.6% | +11.8% | +5.8% |
| All | +217.4% | +13.7% | +203.7% | +214.9% |
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