+277.4%
EMR vs ESI
+308.3%
-30.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +0.9% | +3.9% | -3.0% | -0.9% |
| 30D | -5.0% | -3.8% | -1.2% | -3.4% |
| 3M | +5.9% | -13.1% | +19.0% | +11.7% |
| 6M | +7.3% | +11.3% | -4.0% | -0.4% |
| YTD | +14.6% | +44.1% | -29.5% | -6.6% |
| 1Y | +15.6% | +40.3% | -24.7% | -4.9% |
| 3Y | +60.2% | +84.1% | -23.9% | +13.2% |
| 5Y | +65.8% | +75.8% | -10.0% | +16.2% |
| 10Y | +277.4% | +320.7% | -43.3% | +71.4% |
| All | +277.4% | +308.3% | -30.9% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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