+255.0%
EMR vs ESI
+195.2%
+59.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | +0.7% | -6.6% | +7.3% | +3.0% |
| 30D | +3.5% | -9.8% | +13.4% | +7.0% |
| 3M | +5.9% | -11.9% | +17.9% | +10.0% |
| 6M | +19.4% | -25.1% | +44.5% | +30.3% |
| YTD | +27.7% | +31.9% | -4.2% | +13.3% |
| 1Y | +30.9% | +19.2% | +11.7% | +20.2% |
| 3Y | +104.2% | +76.2% | +28.0% | +62.4% |
| 5Y | +89.6% | +39.4% | +50.2% | +60.0% |
| 10Y | +280.0% | +304.9% | -24.9% | +128.8% |
| All | +255.0% | +195.2% | +59.7% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling