+2.7%
ECL vs EMB
+5.7%
-3.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -2.2% | -0.3% | -1.9% | -1.7% |
| 3M | +10.1% | -0.4% | +10.5% | +10.8% |
| 6M | -5.7% | +0.1% | -5.9% | -6.0% |
| YTD | +7.0% | +1.6% | +5.4% | +4.9% |
| 1Y | +2.7% | +5.6% | -3.0% | +0.4% |
| All | +2.7% | +5.7% | -3.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling