+46.6%
EEM vs EL
-68.4%
+114.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | +2.0% | -2.4% | +4.3% | +2.4% |
| 30D | +5.1% | +13.7% | -8.6% | +2.2% |
| 3M | +4.6% | +14.5% | -9.9% | +1.5% |
| 6M | +17.8% | +7.4% | +10.4% | +14.9% |
| YTD | +25.8% | -4.7% | +30.5% | +24.7% |
| 1Y | +36.4% | +12.9% | +23.5% | +30.0% |
| 3Y | +90.0% | -32.2% | +122.2% | +95.8% |
| 5Y | +46.6% | -68.4% | +115.0% | +87.9% |
| All | +46.6% | -68.4% | +114.9% | +87.9% |
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