+1,163.5%
C vs ECL
+13,009.7%
-11,846.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | -2.6% | +6.2% | +5.4% |
| 30D | +0.1% | -2.2% | +2.2% | +1.4% |
| 3M | +2.4% | +10.1% | -7.7% | -4.6% |
| 6M | +24.9% | -5.7% | +30.7% | +28.6% |
| YTD | +19.8% | +7.0% | +12.8% | +13.0% |
| 1Y | +44.9% | +2.7% | +42.2% | +39.7% |
| 3Y | +263.0% | +57.7% | +205.3% | +156.6% |
| 5Y | +129.5% | +31.1% | +98.4% | +76.8% |
| 10Y | +291.6% | +150.9% | +140.7% | +95.9% |
| All | +1,163.5% | +13,009.7% | -11,846.1% | +20.0% |
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