+29.0%
ALL vs ECL
+2.9%
+26.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -4.7% | -2.5% | -2.2% | -4.1% |
| 3M | +18.4% | +8.3% | +10.0% | +16.4% |
| 6M | +20.5% | -1.1% | +21.6% | +21.3% |
| YTD | +23.5% | +6.5% | +17.0% | +22.0% |
| 1Y | +29.0% | +2.1% | +26.9% | +28.7% |
| All | +29.0% | +2.9% | +26.1% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling