+788.5%
ECL vs XME
+246.2%
+542.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -0.8% | +3.6% | -4.4% | -1.9% |
| 30D | -2.5% | +3.6% | -6.1% | -3.8% |
| 3M | +8.3% | +1.2% | +7.1% | +7.2% |
| 6M | -1.1% | +9.0% | -10.1% | -5.1% |
| YTD | +6.5% | +15.9% | -9.4% | -0.5% |
| 1Y | +2.1% | +43.2% | -41.1% | -11.9% |
| 3Y | +57.6% | +137.4% | -79.8% | +11.6% |
| 5Y | +28.1% | +185.0% | -157.0% | -16.9% |
| 10Y | +153.2% | +409.5% | -256.2% | +26.5% |
| All | +788.5% | +246.2% | +542.4% | +309.1% |
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