+1,076.1%
BE vs ECL
+31.2%
+1,044.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -2.6% | +22.6% | +21.9% |
| 30D | +7.9% | -2.2% | +10.1% | +9.0% |
| 3M | -13.2% | +10.1% | -23.3% | -20.3% |
| 6M | +53.5% | -5.7% | +59.2% | +56.9% |
| YTD | +191.0% | +7.0% | +184.1% | +168.1% |
| 1Y | +360.5% | +2.7% | +357.9% | +331.0% |
| 3Y | +1,568.0% | +57.7% | +1,510.3% | +913.2% |
| All | +1,076.1% | +31.2% | +1,044.9% | +697.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling