+33.2%
BE vs ECL
+20.7%
+12.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.4% |
| 7D | -13.4% | +0.4% | -13.8% | -13.1% |
| 30D | -33.9% | +8.6% | -42.5% | -31.2% |
| 3M | -12.0% | +7.9% | -19.9% | -8.7% |
| 6M | -29.0% | +21.0% | -50.0% | -24.3% |
| YTD | +113.4% | +17.5% | +95.9% | +128.0% |
| 1Y | +33.2% | +19.7% | +13.5% | +43.9% |
| All | +33.2% | +20.7% | +12.5% | +43.9% |
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