+7.3%
EMB vs EL
-67.4%
+74.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +0.3% | +1.7% | -1.4% | +0.2% |
| 30D | -0.5% | +15.5% | -16.0% | -1.7% |
| 3M | +0.3% | +20.6% | -20.2% | -1.2% |
| 6M | +1.2% | +10.5% | -9.3% | 0.0% |
| YTD | +1.5% | -1.9% | +3.3% | +0.9% |
| 1Y | +4.8% | +16.1% | -11.3% | +2.6% |
| 3Y | +30.4% | -30.2% | +60.6% | +32.2% |
| 5Y | +7.3% | -67.4% | +74.6% | +19.0% |
| All | +7.3% | -67.4% | +74.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling