+4,162.2%
EMR vs ES
+1,235.9%
+2,926.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.2% |
| 30D | +2.0% | +7.1% | -5.1% | -0.4% |
| 3M | +3.8% | -1.9% | +5.8% | +4.2% |
| 6M | +10.5% | +4.4% | +6.2% | +8.4% |
| YTD | +23.7% | +7.3% | +16.4% | +19.9% |
| 1Y | +25.4% | +2.1% | +23.3% | +22.9% |
| 3Y | +86.6% | +41.8% | +44.7% | +60.7% |
| 5Y | +83.0% | +1.4% | +81.6% | +75.1% |
| 10Y | +319.5% | +86.8% | +232.7% | +216.0% |
| All | +4,162.2% | +1,235.9% | +2,926.3% | +1,695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling