+29.4%
EMB vs EL
+3.8%
+25.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -0.1% | +0.8% | -0.9% | -0.1% |
| 30D | +1.3% | +16.5% | -15.2% | +0.6% |
| 3M | -2.2% | +29.2% | -31.4% | -3.5% |
| 6M | -2.3% | +27.9% | -30.3% | -3.7% |
| YTD | -0.6% | +6.2% | -6.8% | -1.5% |
| 1Y | +0.5% | +27.2% | -26.7% | -1.3% |
| 3Y | +29.4% | +3.2% | +26.2% | +26.2% |
| All | +29.4% | +3.8% | +25.6% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling