+886.2%
ECL vs XME
+180.8%
+705.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -2.3% | +1.5% | -3.8% | -2.8% |
| 30D | +8.3% | -7.3% | +15.6% | +10.7% |
| 3M | +8.4% | -17.4% | +25.9% | +14.7% |
| 6M | +23.3% | -21.8% | +45.1% | +31.6% |
| YTD | +18.2% | -6.0% | +24.2% | +17.7% |
| 1Y | +18.8% | +3.8% | +15.0% | +14.1% |
| 3Y | +78.5% | +100.0% | -21.5% | +33.1% |
| 5Y | +40.1% | +116.1% | -76.0% | -0.5% |
| 10Y | +196.5% | +280.6% | -84.1% | +62.5% |
| All | +886.2% | +180.8% | +705.4% | +384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling