+387.2%
BE vs ECL
+37.7%
+349.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +4.4% |
| 7D | -14.7% | -0.8% | -14.0% | -14.4% |
| 30D | -40.5% | +8.1% | -48.6% | -43.5% |
| 3M | -24.3% | +6.4% | -30.7% | -27.6% |
| 6M | -39.3% | +14.8% | -54.1% | -45.6% |
| YTD | +99.4% | +15.5% | +83.9% | +74.7% |
| 1Y | +26.6% | +20.1% | +6.5% | +7.1% |
| 3Y | +1,616.9% | +77.8% | +1,539.2% | +837.1% |
| All | +387.2% | +37.7% | +349.5% | +205.1% |
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 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