+1,880.5%
EMR vs EL
+1,850.3%
+30.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.7% | +7.6% | -6.9% | -1.7% |
| 30D | +3.5% | +15.7% | -12.2% | -1.4% |
| 3M | +5.9% | +30.5% | -24.6% | -3.7% |
| 6M | +19.4% | +32.5% | -13.1% | +7.2% |
| YTD | +27.7% | +9.4% | +18.2% | +20.1% |
| 1Y | +30.9% | +28.4% | +2.6% | +16.6% |
| 3Y | +104.2% | +4.4% | +99.7% | +81.6% |
| 5Y | +89.6% | -64.5% | +154.1% | +136.0% |
| 10Y | +280.0% | +64.9% | +215.1% | +174.5% |
| All | +1,880.5% | +1,850.3% | +30.3% | +637.8% |
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