+33.6%
EEM vs ECL
+39.8%
-6.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -9.3% | +8.6% | -17.9% | -11.5% |
| 3M | -7.1% | +7.9% | -14.9% | -9.2% |
| 6M | -10.4% | +21.0% | -31.4% | -15.8% |
| YTD | +11.3% | +17.5% | -6.2% | +5.6% |
| 1Y | +11.3% | +19.7% | -8.4% | +4.9% |
| 3Y | +69.6% | +77.4% | -7.8% | +39.7% |
| 5Y | +33.6% | +38.7% | -5.1% | +15.6% |
| All | +33.6% | +39.8% | -6.2% | +15.6% |
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