+77.4%
ECL vs XME
+99.4%
-21.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +8.6% | -9.2% | +17.8% | +9.8% |
| 3M | +7.9% | -17.8% | +25.7% | +10.4% |
| 6M | +21.0% | -20.0% | +41.1% | +24.0% |
| YTD | +17.5% | -6.6% | +24.1% | +17.4% |
| 1Y | +19.7% | +1.8% | +17.9% | +18.1% |
| 3Y | +77.4% | +98.7% | -21.3% | +51.7% |
| All | +77.4% | +99.4% | -21.9% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling