+132.3%
EEM vs ECL
+149.7%
-17.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.3% |
| 7D | +2.0% | -2.7% | +4.7% | +3.0% |
| 30D | +5.1% | -4.3% | +9.4% | +6.7% |
| 3M | +4.6% | +3.2% | +1.4% | +2.9% |
| 6M | +17.8% | -2.9% | +20.7% | +18.4% |
| YTD | +25.8% | +4.3% | +21.6% | +23.1% |
| 1Y | +36.4% | +1.6% | +34.8% | +34.3% |
| 3Y | +90.0% | +54.3% | +35.7% | +56.9% |
| 5Y | +46.6% | +26.5% | +20.1% | +28.8% |
| 10Y | +132.3% | +155.6% | -23.3% | +42.1% |
| All | +132.3% | +149.7% | -17.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling