+34.6%
EEM vs EL
-64.9%
+99.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | -5.2% | +28.4% | -33.6% | -10.1% |
| 6M | -8.1% | +36.7% | -44.9% | -14.4% |
| YTD | +14.0% | +8.4% | +5.6% | +10.0% |
| 1Y | +13.8% | +25.4% | -11.6% | +6.4% |
| 3Y | +73.7% | +3.4% | +70.3% | +60.8% |
| 5Y | +34.6% | -64.8% | +99.3% | +67.7% |
| All | +34.6% | -64.9% | +99.5% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling