+854.6%
DE vs ECL
+155.8%
+698.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.4% | -2.6% | +0.3% | -1.0% |
| 30D | +9.7% | -4.6% | +14.3% | +12.2% |
| 3M | +21.4% | +6.0% | +15.4% | +17.3% |
| 6M | +15.0% | -3.0% | +18.0% | +16.2% |
| YTD | +46.4% | +4.0% | +42.4% | +42.8% |
| 1Y | +45.6% | +2.0% | +43.6% | +42.9% |
| 3Y | +76.8% | +53.9% | +22.9% | +37.0% |
| 5Y | +99.4% | +27.1% | +72.3% | +68.3% |
| All | +854.6% | +155.8% | +698.8% | +404.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling