+363.8%
ALL vs ECL
+205.6%
+158.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.3% |
| 7D | -3.9% | -0.5% | -3.3% | -3.6% |
| 30D | +10.6% | +8.8% | +1.8% | +6.4% |
| 3M | -4.6% | +7.8% | -12.4% | -7.9% |
| 6M | +20.2% | +21.3% | -1.1% | +9.4% |
| YTD | +23.7% | +17.8% | +5.9% | +13.7% |
| 1Y | +27.9% | +21.1% | +6.8% | +15.9% |
| 3Y | +109.2% | +80.1% | +29.1% | +54.6% |
| 5Y | +148.0% | +40.5% | +107.5% | +103.4% |
| 10Y | +363.8% | +197.7% | +166.0% | +175.1% |
| All | +363.8% | +205.6% | +158.2% | +175.1% |
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