+3,646.0%
ALL vs ECL
+9,010.3%
-5,364.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.6% |
| 7D | -1.9% | -0.8% | -1.2% | -1.6% |
| 30D | +13.8% | +8.1% | +5.7% | +9.5% |
| 3M | -7.0% | +6.4% | -13.4% | -9.9% |
| 6M | +18.0% | +14.8% | +3.3% | +9.6% |
| YTD | +24.2% | +15.5% | +8.7% | +14.4% |
| 1Y | +31.2% | +20.1% | +11.1% | +18.4% |
| 3Y | +107.5% | +77.8% | +29.8% | +51.4% |
| 5Y | +144.8% | +37.9% | +106.9% | +97.2% |
| 10Y | +375.8% | +202.7% | +173.1% | +146.2% |
| All | +3,646.0% | +9,010.3% | -5,364.3% | +512.7% |
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 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