+135.0%
EMR vs ESTC
+31.2%
+103.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.4% |
| 7D | -1.5% | -8.1% | +6.6% | -0.3% |
| 30D | -5.6% | +31.7% | -37.3% | -10.0% |
| 3M | +7.9% | +41.1% | -33.1% | +1.5% |
| 6M | +6.0% | +77.1% | -71.0% | -4.6% |
| YTD | +16.4% | +21.7% | -5.3% | +10.9% |
| 1Y | +16.6% | +8.4% | +8.2% | +12.4% |
| 3Y | +62.9% | +23.6% | +39.2% | +47.2% |
| 5Y | +60.1% | -46.5% | +106.6% | +59.2% |
| All | +135.0% | +31.2% | +103.8% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling