+105.5%
B vs ECL
+38.6%
+66.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -7.3% | +2.9% | -10.2% | -8.2% |
| 30D | -3.3% | +7.5% | -10.8% | -5.6% |
| 3M | -7.8% | +12.2% | -20.0% | -11.2% |
| 6M | -15.5% | +24.6% | -40.1% | -21.6% |
| YTD | -12.3% | +18.8% | -31.0% | -17.1% |
| 1Y | +5.4% | +19.3% | -14.0% | -0.6% |
| 3Y | +165.5% | +78.2% | +87.3% | +119.6% |
| All | +105.5% | +38.6% | +66.9% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling