+126.7%
EMB vs EL
+541.7%
-415.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.2% |
| 30D | +1.3% | +16.5% | -15.2% | -0.1% |
| 3M | -2.2% | +29.2% | -31.4% | -4.6% |
| 6M | -2.3% | +27.9% | -30.3% | -4.8% |
| YTD | -0.6% | +6.2% | -6.8% | -2.1% |
| 1Y | +0.5% | +27.2% | -26.7% | -2.7% |
| 3Y | +29.4% | +3.2% | +26.2% | +25.2% |
| 5Y | +6.5% | -66.0% | +72.5% | +13.9% |
| 10Y | +29.8% | +58.3% | -28.6% | +19.9% |
| All | +126.7% | +541.7% | -415.1% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling