+880.3%
ECL vs XME
+179.0%
+701.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +8.6% | -9.2% | +17.8% | +11.7% |
| 3M | +7.9% | -17.8% | +25.7% | +14.3% |
| 6M | +21.0% | -20.0% | +41.1% | +28.2% |
| YTD | +17.5% | -6.6% | +24.1% | +17.3% |
| 1Y | +19.7% | +1.8% | +17.9% | +15.7% |
| 3Y | +77.4% | +98.7% | -21.3% | +32.6% |
| 5Y | +38.7% | +123.9% | -85.2% | -2.7% |
| 10Y | +193.5% | +277.9% | -84.4% | +61.3% |
| All | +880.3% | +179.0% | +701.4% | +382.1% |
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