+4,350.5%
EMR vs ECL
+14,336.9%
-9,986.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.4% |
| 7D | +2.1% | -0.5% | +2.7% | +2.5% |
| 30D | +4.8% | +8.8% | -4.1% | +0.2% |
| 3M | +7.5% | +7.8% | -0.4% | +3.2% |
| 6M | +20.9% | +21.3% | -0.5% | +8.8% |
| YTD | +29.2% | +17.8% | +11.4% | +18.3% |
| 1Y | +33.0% | +21.1% | +11.9% | +19.9% |
| 3Y | +109.8% | +80.1% | +29.7% | +52.1% |
| 5Y | +91.9% | +40.5% | +51.5% | +54.6% |
| 10Y | +301.5% | +197.7% | +103.8% | +122.9% |
| All | +4,350.5% | +14,336.9% | -9,986.4% | +710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling