+47.9%
DE vs ECL
+3.0%
+44.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +10.0% | -2.6% | +12.6% | +11.3% |
| 30D | +13.3% | -2.2% | +15.5% | +14.3% |
| 3M | +17.5% | +10.1% | +7.4% | +11.2% |
| 6M | +13.6% | -5.7% | +19.3% | +15.5% |
| YTD | +49.8% | +7.0% | +42.8% | +45.0% |
| 1Y | +47.9% | +2.7% | +45.2% | +44.2% |
| All | +47.9% | +3.0% | +44.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling