+992.7%
C vs ECL
+14,294.1%
-13,301.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.1% | -3.1% |
| 7D | -5.3% | +1.7% | -6.9% | -6.3% |
| 30D | -7.3% | +8.9% | -16.2% | -12.5% |
| 3M | -13.5% | +7.4% | -20.9% | -17.7% |
| 6M | -6.5% | +19.3% | -25.8% | -17.7% |
| YTD | +3.6% | +17.4% | -13.8% | -8.3% |
| 1Y | +18.9% | +19.4% | -0.5% | +3.8% |
| 3Y | +205.0% | +80.5% | +124.5% | +97.2% |
| 5Y | +109.4% | +40.2% | +69.1% | +54.8% |
| 10Y | +232.9% | +207.8% | +25.1% | +45.3% |
| All | +992.7% | +14,294.1% | -13,301.4% | -2.6% |
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