+35.3%
EMB vs EL
+60.9%
-25.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | +7.6% | -7.1% | -0.2% |
| 30D | +0.9% | +15.7% | -14.8% | -0.5% |
| 3M | -2.1% | +30.5% | -32.6% | -4.7% |
| 6M | -2.2% | +32.5% | -34.8% | -5.1% |
| YTD | -0.6% | +9.4% | -10.1% | -2.4% |
| 1Y | +0.2% | +28.4% | -28.1% | -3.3% |
| 3Y | +29.5% | +4.4% | +25.1% | +24.8% |
| 5Y | +8.0% | -64.5% | +72.5% | +18.7% |
| 10Y | +35.3% | +64.9% | -29.5% | +25.2% |
| All | +35.3% | +60.9% | -25.5% | +25.2% |
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 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