+1,904.0%
EMR vs EL
+1,845.6%
+58.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.5% |
| 7D | +2.1% | +8.0% | -5.9% | -0.4% |
| 30D | +4.8% | +15.4% | -10.7% | -0.2% |
| 3M | +7.5% | +28.5% | -21.0% | -1.8% |
| 6M | +20.9% | +32.2% | -11.4% | +8.5% |
| YTD | +29.2% | +9.2% | +20.0% | +21.7% |
| 1Y | +33.0% | +30.8% | +2.2% | +17.6% |
| 3Y | +109.8% | +3.7% | +106.1% | +87.0% |
| 5Y | +91.9% | -64.8% | +156.7% | +139.6% |
| 10Y | +301.5% | +60.0% | +241.5% | +192.8% |
| All | +1,904.0% | +1,845.6% | +58.3% | +647.1% |
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