+641.7%
BE vs ECL
+137.5%
+504.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.2% |
| 7D | -13.4% | +0.4% | -13.8% | -13.5% |
| 30D | -33.9% | +8.6% | -42.5% | -38.7% |
| 3M | -12.0% | +7.9% | -19.9% | -18.2% |
| 6M | -29.0% | +21.0% | -50.0% | -42.0% |
| YTD | +113.4% | +17.5% | +95.9% | +75.5% |
| 1Y | +33.2% | +19.7% | +13.5% | +7.1% |
| 3Y | +1,659.2% | +77.4% | +1,581.8% | +778.6% |
| 5Y | +461.4% | +38.7% | +422.7% | +265.8% |
| All | +641.7% | +137.5% | +504.2% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling