+77.8%
ECL vs EMB
+28.8%
+48.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.6% |
| 30D | +8.1% | +1.3% | +6.8% | +6.7% |
| 3M | +6.4% | -2.2% | +8.6% | +9.0% |
| 6M | +14.8% | -2.3% | +17.1% | +17.8% |
| YTD | +15.5% | -0.6% | +16.1% | +16.6% |
| 1Y | +20.1% | +0.5% | +19.6% | +20.1% |
| 3Y | +77.8% | +29.4% | +48.3% | +52.9% |
| All | +77.8% | +28.8% | +48.9% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling