+3,716.0%
ALL vs ECL
+8,339.5%
-4,623.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | 0.0% | -2.6% | +2.6% | +1.3% |
| 30D | -1.5% | -2.2% | +0.7% | -0.4% |
| 3M | +23.6% | +10.1% | +13.5% | +17.5% |
| 6M | +22.3% | -5.7% | +28.1% | +25.1% |
| YTD | +26.5% | +7.0% | +19.6% | +21.2% |
| 1Y | +27.0% | +2.7% | +24.3% | +23.8% |
| 3Y | +149.6% | +57.7% | +91.9% | +93.2% |
| 5Y | +118.1% | +31.1% | +86.9% | +79.8% |
| 10Y | +369.0% | +150.9% | +218.1% | +167.2% |
| All | +3,716.0% | +8,339.5% | -4,623.5% | +549.0% |
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