+9.8%
BAX vs ECL
+3.0%
+6.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.1% | -2.6% | +1.5% | +0.8% |
| 30D | -5.5% | -2.2% | -3.3% | -3.9% |
| 3M | +33.5% | +10.1% | +23.4% | +24.7% |
| 6M | +35.9% | -5.7% | +41.6% | +39.7% |
| YTD | +35.4% | +7.0% | +28.4% | +32.2% |
| 1Y | +9.8% | +2.7% | +7.1% | +8.0% |
| All | +9.8% | +3.0% | +6.7% | +8.0% |
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