+1,344.7%
EME vs EL
+26.1%
+1,318.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +3.5% | -6.5% | +10.0% | +5.3% |
| 30D | -6.3% | +11.1% | -17.5% | -9.4% |
| 3M | -3.8% | +10.7% | -14.5% | -7.1% |
| 6M | +8.5% | +6.9% | +1.6% | +4.8% |
| YTD | +27.8% | -6.3% | +34.1% | +26.3% |
| 1Y | +22.2% | +13.5% | +8.8% | +13.7% |
| 3Y | +253.5% | -33.1% | +286.5% | +264.0% |
| 5Y | +578.6% | -68.8% | +647.4% | +842.1% |
| All | +1,344.7% | +26.1% | +1,318.6% | +1,116.9% |
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 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