+241.5%
EME vs ESTC
+11.0%
+230.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.3% |
| 7D | +2.7% | -3.3% | +6.1% | +2.9% |
| 30D | -6.8% | +13.4% | -20.2% | -8.2% |
| 3M | -8.8% | +41.3% | -50.2% | -12.2% |
| 6M | +5.0% | +62.6% | -57.6% | -1.0% |
| YTD | +23.5% | +14.8% | +8.7% | +21.5% |
| 1Y | +21.3% | -5.1% | +26.4% | +22.3% |
| All | +241.5% | +11.0% | +230.5% | +237.9% |
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