+131.7%
EMB vs EL
+505.6%
-373.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -0.3% | +19.8% | -20.1% | -2.0% |
| 3M | -0.4% | +25.7% | -26.1% | -2.6% |
| 6M | +0.1% | +5.4% | -5.3% | -0.8% |
| YTD | +1.6% | +0.2% | +1.4% | +0.7% |
| 1Y | +5.6% | +20.4% | -14.8% | +2.7% |
| 3Y | +29.8% | -32.1% | +62.0% | +30.8% |
| 5Y | +7.3% | -67.2% | +74.5% | +15.2% |
| 10Y | +30.4% | +31.7% | -1.3% | +22.4% |
| All | +131.7% | +505.6% | -373.9% | +86.0% |
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 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