+7,950.1%
ECL vs EME
+61,143.5%
-53,193.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -2.6% | +1.9% | -4.5% | -3.0% |
| 30D | -2.2% | -8.3% | +6.1% | -0.3% |
| 3M | +10.1% | -10.7% | +20.9% | +11.8% |
| 6M | -5.7% | +1.9% | -7.6% | -7.6% |
| YTD | +7.0% | +23.5% | -16.5% | -0.3% |
| 1Y | +2.7% | +18.0% | -15.3% | -4.2% |
| 3Y | +57.7% | +236.1% | -178.4% | +9.2% |
| 5Y | +31.1% | +527.9% | -496.7% | -23.2% |
| 10Y | +150.9% | +1,252.8% | -1,101.9% | +18.8% |
| All | +7,950.1% | +61,143.5% | -53,193.4% | +2,607.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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