+4,298.5%
EMR vs ES
+1,231.7%
+3,066.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | +3.5% | +5.9% | -2.4% | +1.4% |
| 3M | +5.9% | -1.0% | +6.9% | +6.0% |
| 6M | +19.4% | +7.2% | +12.3% | +16.1% |
| YTD | +27.7% | +7.0% | +20.7% | +23.8% |
| 1Y | +30.9% | +0.5% | +30.5% | +29.1% |
| 3Y | +104.2% | +48.7% | +55.5% | +73.1% |
| 5Y | +89.6% | +1.9% | +87.7% | +81.1% |
| 10Y | +280.0% | +89.2% | +190.9% | +185.2% |
| All | +4,298.5% | +1,231.7% | +3,066.8% | +1,754.6% |
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