+86.6%
EMR vs ESTC
+18.0%
+68.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -1.6% | -11.5% | +9.9% | -0.3% |
| 30D | +2.0% | -7.5% | +9.5% | +2.7% |
| 3M | +3.8% | +23.1% | -19.2% | +0.8% |
| 6M | +10.5% | +75.3% | -64.8% | +2.1% |
| YTD | +23.7% | +14.1% | +9.6% | +20.6% |
| 1Y | +25.4% | -0.6% | +26.0% | +24.3% |
| 3Y | +86.6% | +20.8% | +65.7% | +82.6% |
| All | +86.6% | +18.0% | +68.6% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling