+911.5%
BE vs ECL
+116.1%
+795.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.3% |
| 7D | +20.0% | -2.6% | +22.6% | +22.7% |
| 30D | +7.9% | -2.2% | +10.1% | +9.5% |
| 3M | -13.2% | +10.1% | -23.3% | -22.7% |
| 6M | +53.5% | -5.7% | +59.2% | +56.7% |
| YTD | +191.0% | +7.0% | +184.1% | +160.6% |
| 1Y | +360.5% | +2.7% | +357.9% | +319.6% |
| 3Y | +1,568.0% | +57.7% | +1,510.3% | +833.1% |
| 5Y | +1,055.2% | +31.1% | +1,024.0% | +681.1% |
| All | +911.5% | +116.1% | +795.3% | +299.5% |
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