+549.2%
EME vs ESTC
-46.4%
+595.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.2% |
| 7D | +2.7% | -3.3% | +6.1% | +3.0% |
| 30D | -6.8% | +13.4% | -20.2% | -8.5% |
| 3M | -8.8% | +41.3% | -50.2% | -12.7% |
| 6M | +5.0% | +62.6% | -57.6% | -1.7% |
| YTD | +23.5% | +14.8% | +8.7% | +20.2% |
| 1Y | +21.3% | -5.1% | +26.4% | +20.6% |
| 3Y | +241.1% | +11.2% | +229.9% | +223.9% |
| 5Y | +549.2% | -47.0% | +596.1% | +507.7% |
| All | +549.2% | -46.4% | +595.5% | +507.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling