+570.7%
EME vs EL
-69.0%
+639.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | +3.5% | -6.5% | +10.0% | +4.6% |
| 30D | -6.3% | +11.1% | -17.5% | -8.2% |
| 3M | -3.8% | +10.7% | -14.5% | -5.8% |
| 6M | +8.5% | +6.9% | +1.6% | +6.2% |
| YTD | +27.8% | -6.3% | +34.1% | +27.0% |
| 1Y | +22.2% | +13.5% | +8.8% | +16.9% |
| 3Y | +253.5% | -33.1% | +286.5% | +262.1% |
| All | +570.7% | -69.0% | +639.7% | +789.3% |
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