+193.4%
B vs ECL
+153.2%
+40.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | +1.4% | -2.5% | +3.8% | +2.0% |
| 3M | +12.2% | +8.3% | +3.9% | +9.8% |
| 6M | -2.1% | -1.1% | -1.0% | -2.0% |
| YTD | +2.9% | +6.5% | -3.6% | +1.3% |
| 1Y | +55.3% | +2.1% | +53.2% | +54.2% |
| 3Y | +198.7% | +57.6% | +141.1% | +165.3% |
| 5Y | +153.8% | +28.1% | +125.7% | +131.1% |
| 10Y | +193.4% | +153.2% | +40.2% | +162.9% |
| All | +193.4% | +153.2% | +40.2% | +162.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling