+83.4%
EMR vs ESTC
-48.9%
+132.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -1.6% | -11.5% | +9.9% | -0.2% |
| 30D | +2.0% | -7.5% | +9.5% | +2.8% |
| 3M | +3.8% | +23.1% | -19.2% | +0.6% |
| 6M | +10.5% | +75.3% | -64.8% | +2.0% |
| YTD | +23.7% | +14.1% | +9.6% | +19.9% |
| 1Y | +25.4% | -0.6% | +26.0% | +23.4% |
| 3Y | +86.6% | +20.8% | +65.7% | +74.5% |
| All | +83.4% | -48.9% | +132.3% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling