+301.5%
EMR vs ECL
+205.6%
+95.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.1% |
| 7D | +2.1% | -0.5% | +2.7% | +2.5% |
| 30D | +4.8% | +8.8% | -4.1% | -0.9% |
| 3M | +7.5% | +7.8% | -0.4% | +2.2% |
| 6M | +20.9% | +21.3% | -0.5% | +6.0% |
| YTD | +29.2% | +17.8% | +11.4% | +15.6% |
| 1Y | +33.0% | +21.1% | +11.9% | +16.8% |
| 3Y | +109.8% | +80.1% | +29.7% | +39.2% |
| 5Y | +91.9% | +40.5% | +51.5% | +48.2% |
| 10Y | +301.5% | +197.7% | +103.8% | +72.2% |
| All | +301.5% | +205.6% | +95.9% | +72.2% |
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