+965.4%
EME vs ESTC
+31.2%
+934.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.3% |
| 7D | +1.9% | -8.1% | +10.0% | +2.8% |
| 30D | -8.3% | +31.7% | -40.0% | -11.9% |
| 3M | -10.7% | +41.1% | -51.8% | -15.2% |
| 6M | +1.9% | +77.1% | -75.2% | -6.8% |
| YTD | +23.5% | +21.7% | +1.8% | +18.3% |
| 1Y | +18.0% | +8.4% | +9.6% | +14.4% |
| 3Y | +236.1% | +23.6% | +212.5% | +209.2% |
| 5Y | +527.9% | -46.5% | +574.3% | +520.5% |
| All | +965.4% | +31.2% | +934.2% | +675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling