+200.5%
B vs ECL
+205.6%
-5.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.7% |
| 7D | +11.3% | -0.5% | +11.9% | +11.5% |
| 30D | +2.9% | +8.8% | -5.9% | +0.7% |
| 3M | -2.9% | +7.8% | -10.7% | -4.8% |
| 6M | -1.2% | +21.3% | -22.5% | -6.2% |
| YTD | -1.3% | +17.8% | -19.1% | -5.4% |
| 1Y | +30.4% | +21.1% | +9.3% | +24.2% |
| 3Y | +195.3% | +80.1% | +115.2% | +153.9% |
| 5Y | +146.2% | +40.5% | +105.7% | +119.0% |
| 10Y | +200.5% | +197.7% | +2.7% | +152.8% |
| All | +200.5% | +205.6% | -5.1% | +152.8% |
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