+28.6%
ECL vs XME
+176.5%
-148.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -2.2% | +6.0% | -8.2% | -3.7% |
| 3M | +10.1% | -7.7% | +17.8% | +11.9% |
| 6M | -5.7% | +1.0% | -6.7% | -6.8% |
| YTD | +7.0% | +14.6% | -7.7% | +1.6% |
| 1Y | +2.7% | +46.0% | -43.3% | -9.8% |
| 3Y | +57.7% | +127.0% | -69.3% | +17.0% |
| All | +28.6% | +176.5% | -148.0% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling