+998.2%
C vs ECL
+14,051.7%
-13,053.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | -6.0% | +8.1% | -14.1% | -10.8% |
| 3M | -10.5% | +6.4% | -16.9% | -14.4% |
| 6M | -5.7% | +14.8% | -20.5% | -14.8% |
| YTD | +4.1% | +15.5% | -11.3% | -6.8% |
| 1Y | +20.5% | +20.1% | +0.4% | +4.8% |
| 3Y | +208.1% | +77.8% | +130.4% | +101.2% |
| 5Y | +110.4% | +37.9% | +72.6% | +57.3% |
| 10Y | +234.6% | +202.7% | +32.0% | +47.6% |
| All | +998.2% | +14,051.7% | -13,053.5% | -1.0% |
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