+36.2%
EMB vs EL
+62.2%
-26.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.3% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | +0.4% | +10.0% | -9.6% | -0.6% |
| 3M | -3.1% | +28.4% | -31.5% | -5.6% |
| 6M | -2.1% | +37.1% | -39.1% | -5.3% |
| YTD | -1.1% | +7.8% | -8.9% | -2.8% |
| 1Y | -0.1% | +26.0% | -26.1% | -3.3% |
| 3Y | +29.6% | +3.8% | +25.8% | +24.9% |
| 5Y | +7.2% | -65.2% | +72.4% | +18.0% |
| All | +36.2% | +62.2% | -26.0% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling