+877.5%
EME vs EL
+62.2%
+815.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +8.4% | +1.5% | +6.8% | +8.0% |
| 30D | -11.5% | +10.0% | -21.5% | -13.9% |
| 3M | -20.6% | +28.4% | -49.0% | -26.5% |
| 6M | -28.5% | +37.1% | -65.5% | -35.3% |
| YTD | +8.0% | +7.8% | +0.2% | +2.4% |
| 1Y | +6.8% | +26.0% | -19.3% | -3.5% |
| 3Y | +213.9% | +3.8% | +210.1% | +178.0% |
| 5Y | +414.8% | -65.2% | +480.0% | +600.5% |
| All | +877.5% | +62.2% | +815.3% | +615.1% |
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