+128.5%
EEM vs EL
+26.1%
+102.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -1.3% | -6.5% | +5.2% | +0.4% |
| 30D | +2.1% | +11.1% | -9.1% | -1.1% |
| 3M | +1.0% | +10.7% | -9.7% | -2.2% |
| 6M | +15.9% | +6.9% | +9.0% | +12.3% |
| YTD | +24.6% | -6.3% | +30.9% | +23.7% |
| 1Y | +32.3% | +13.5% | +18.8% | +23.7% |
| 3Y | +85.9% | -33.1% | +119.0% | +92.3% |
| 5Y | +45.4% | -68.8% | +114.1% | +93.9% |
| All | +128.5% | +26.1% | +102.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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