+73.8%
EEM vs EL
+3.5%
+70.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | -6.2% | +12.3% | -18.5% | -7.8% |
| 3M | -5.2% | +28.4% | -33.6% | -8.8% |
| 6M | -8.1% | +36.7% | -44.9% | -12.8% |
| YTD | +14.0% | +8.4% | +5.6% | +10.9% |
| 1Y | +13.8% | +25.4% | -11.6% | +8.2% |
| All | +73.8% | +3.5% | +70.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling