+719.1%
B vs ECL
+14,051.7%
-13,332.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +9.6% | -0.8% | +10.4% | +9.8% |
| 30D | +3.5% | +8.1% | -4.6% | +2.1% |
| 3M | -1.6% | +6.4% | -7.9% | -2.6% |
| 6M | -1.7% | +14.8% | -16.4% | -4.1% |
| YTD | -5.3% | +15.5% | -20.8% | -7.6% |
| 1Y | +27.2% | +20.1% | +7.1% | +23.3% |
| 3Y | +166.1% | +77.8% | +88.4% | +140.9% |
| 5Y | +136.5% | +37.9% | +98.6% | +120.6% |
| 10Y | +172.2% | +202.7% | -30.4% | +122.4% |
| All | +719.1% | +14,051.7% | -13,332.6% | +524.7% |
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