+263.6%
EMR vs EL
+25.3%
+238.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -1.2% | -4.4% | +3.1% | +0.2% |
| 30D | -9.4% | +10.3% | -19.7% | -12.7% |
| 3M | +8.6% | +13.4% | -4.8% | +3.5% |
| 6M | +6.7% | +3.1% | +3.6% | +3.9% |
| YTD | +13.1% | -6.9% | +20.0% | +12.6% |
| 1Y | +12.7% | +11.9% | +0.8% | +4.7% |
| 3Y | +58.1% | -33.8% | +91.9% | +64.0% |
| 5Y | +63.6% | -69.0% | +132.6% | +129.6% |
| All | +263.6% | +25.3% | +238.4% | +208.3% |
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 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