+1.6%
ECL vs XME
+42.3%
-40.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -4.3% | +1.4% | -5.7% | -4.5% |
| 3M | +3.2% | +2.7% | +0.5% | +3.0% |
| 6M | -2.9% | +6.5% | -9.4% | -4.0% |
| YTD | +4.3% | +15.2% | -10.9% | +2.3% |
| 1Y | +1.6% | +43.5% | -41.9% | -0.8% |
| All | +1.6% | +42.3% | -40.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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