+30.7%
EMB vs EL
+28.8%
+1.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -0.3% | +13.7% | -13.9% | -1.6% |
| 3M | -0.3% | +14.5% | -14.8% | -1.8% |
| 6M | +0.7% | +7.4% | -6.7% | -0.5% |
| YTD | +1.3% | -4.7% | +6.0% | +0.8% |
| 1Y | +4.7% | +12.9% | -8.2% | +2.2% |
| 3Y | +30.1% | -32.2% | +62.3% | +31.8% |
| 5Y | +6.9% | -68.4% | +75.2% | +18.7% |
| 10Y | +30.7% | +28.3% | +2.5% | +20.8% |
| All | +30.7% | +28.8% | +1.9% | +20.8% |
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