+897.8%
BAX vs ECL
+14,336.9%
-13,439.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.7% |
| 7D | +9.0% | -0.5% | +9.6% | +9.2% |
| 30D | +8.5% | +8.8% | -0.4% | +5.3% |
| 3M | -4.1% | +7.8% | -12.0% | -6.6% |
| 6M | +46.9% | +21.3% | +25.6% | +37.7% |
| YTD | +38.4% | +17.8% | +20.6% | +31.3% |
| 1Y | +47.0% | +21.1% | +25.9% | +38.2% |
| 3Y | -14.9% | +80.1% | -95.0% | -30.0% |
| 5Y | -62.5% | +40.5% | -103.0% | -67.1% |
| 10Y | -33.9% | +197.7% | -231.7% | -55.5% |
| All | +897.8% | +14,336.9% | -13,439.1% | +160.8% |
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 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