+301.5%
EMR vs ES
+82.6%
+218.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +4.8% | +5.7% | -1.0% | +2.9% |
| 3M | +7.5% | -2.8% | +10.3% | +8.1% |
| 6M | +20.9% | +7.0% | +13.9% | +17.8% |
| YTD | +29.2% | +6.8% | +22.4% | +25.6% |
| 1Y | +33.0% | -0.5% | +33.4% | +31.6% |
| 3Y | +109.8% | +47.2% | +62.6% | +78.9% |
| 5Y | +91.9% | +2.3% | +89.7% | +84.5% |
| 10Y | +301.5% | +85.6% | +215.9% | +288.9% |
| All | +301.5% | +82.6% | +218.9% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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