+854.3%
EEM vs EL
+839.7%
+14.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +0.7% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +4.5% | +19.8% | -15.3% | -3.0% |
| 3M | -0.1% | +25.7% | -25.8% | -9.3% |
| 6M | +16.9% | +5.4% | +11.5% | +11.9% |
| YTD | +26.2% | +0.2% | +26.0% | +21.3% |
| 1Y | +40.5% | +20.4% | +20.1% | +24.3% |
| 3Y | +86.2% | -32.1% | +118.3% | +89.8% |
| 5Y | +45.5% | -67.2% | +112.6% | +98.5% |
| 10Y | +128.6% | +31.7% | +96.9% | +44.1% |
| All | +854.3% | +839.7% | +14.5% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling