+11.4%
B vs ECL
+19.8%
-8.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -2.7% | -2.3% | -0.4% | -1.5% |
| 30D | -4.3% | +8.3% | -12.6% | -8.3% |
| 3M | -2.3% | +8.4% | -10.7% | -6.5% |
| 6M | -16.2% | +23.3% | -39.5% | -26.1% |
| YTD | -8.8% | +18.2% | -27.0% | -15.7% |
| 1Y | +11.4% | +18.8% | -7.4% | +2.7% |
| All | +11.4% | +19.8% | -8.4% | +2.7% |
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