+746.2%
EEM vs EL
+911.1%
-164.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +2.7% | +1.5% | +1.1% | +2.1% |
| 30D | -5.4% | +10.0% | -15.4% | -8.9% |
| 3M | -8.6% | +28.4% | -37.1% | -17.8% |
| 6M | -8.9% | +37.1% | -45.9% | -20.8% |
| YTD | +11.9% | +7.8% | +4.1% | +4.1% |
| 1Y | +13.1% | +26.0% | -13.0% | -1.5% |
| 3Y | +70.7% | +3.8% | +66.8% | +45.9% |
| 5Y | +31.8% | -65.2% | +97.0% | +76.0% |
| 10Y | +119.5% | +62.1% | +57.4% | +24.9% |
| All | +746.2% | +911.1% | -164.9% | +83.9% |
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 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