+575.9%
ECL vs EMB
+132.1%
+443.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +10.1% | -0.4% | +10.5% | +10.5% |
| 6M | -5.7% | +0.1% | -5.9% | -5.7% |
| YTD | +7.0% | +1.6% | +5.4% | +6.0% |
| 1Y | +2.7% | +5.6% | -3.0% | -0.9% |
| 3Y | +57.7% | +29.8% | +27.9% | +32.7% |
| 5Y | +31.1% | +7.3% | +23.9% | +23.6% |
| 10Y | +150.9% | +30.4% | +120.4% | +115.5% |
| All | +575.9% | +132.1% | +443.8% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling