+134.0%
EMR vs ESTC
+26.3%
+107.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.1% |
| 7D | +3.1% | -4.3% | +7.4% | +3.6% |
| 30D | -3.5% | +17.7% | -21.3% | -6.4% |
| 3M | +9.8% | +42.3% | -32.5% | +3.0% |
| 6M | +10.8% | +64.6% | -53.8% | +0.9% |
| YTD | +15.9% | +17.2% | -1.3% | +11.0% |
| 1Y | +16.4% | -4.2% | +20.6% | +14.6% |
| 3Y | +62.1% | +13.5% | +48.6% | +48.6% |
| 5Y | +62.9% | -45.5% | +108.5% | +61.0% |
| All | +134.0% | +26.3% | +107.7% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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