+62.1%
EMR vs ESTC
+18.2%
+43.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.2% |
| 7D | -1.5% | -8.1% | +6.6% | -0.6% |
| 30D | -5.6% | +31.7% | -37.3% | -9.0% |
| 3M | +7.9% | +41.1% | -33.1% | +3.0% |
| 6M | +6.0% | +77.1% | -71.0% | -2.3% |
| YTD | +16.4% | +21.7% | -5.3% | +12.8% |
| 1Y | +16.6% | +8.4% | +8.2% | +14.3% |
| All | +62.1% | +18.2% | +43.8% | +59.6% |
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