+34,808.8%
EME vs EL
+1,685.7%
+33,123.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +0.8% |
| 7D | +1.9% | +0.8% | +1.1% | +1.6% |
| 30D | -8.3% | +19.8% | -28.1% | -14.1% |
| 3M | -10.7% | +25.7% | -36.5% | -18.0% |
| 6M | +1.9% | +5.4% | -3.6% | -2.1% |
| YTD | +23.5% | +0.2% | +23.3% | +18.9% |
| 1Y | +18.0% | +20.4% | -2.5% | +6.1% |
| 3Y | +236.1% | -32.1% | +268.2% | +238.2% |
| 5Y | +527.9% | -67.2% | +595.1% | +702.7% |
| 10Y | +1,252.8% | +31.7% | +1,221.0% | +907.5% |
| All | +34,808.8% | +1,685.7% | +33,123.1% | +12,493.8% |
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