+46.6%
EEM vs ECL
+25.4%
+21.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +2.0% | -2.7% | +4.7% | +2.8% |
| 30D | +5.1% | -4.3% | +9.4% | +6.3% |
| 3M | +4.6% | +3.2% | +1.4% | +3.2% |
| 6M | +17.8% | -2.9% | +20.7% | +18.3% |
| YTD | +25.8% | +4.3% | +21.6% | +23.7% |
| 1Y | +36.4% | +1.6% | +34.8% | +34.8% |
| 3Y | +90.0% | +54.3% | +35.7% | +63.9% |
| 5Y | +46.6% | +26.5% | +20.1% | +28.6% |
| All | +46.6% | +25.4% | +21.2% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling