+107.4%
DE vs ECL
+39.3%
+68.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +2.3% | -2.3% | +4.5% | +3.1% |
| 30D | +9.3% | +8.3% | +1.1% | +6.1% |
| 3M | +12.2% | +8.4% | +3.8% | +8.6% |
| 6M | +18.1% | +23.3% | -5.2% | +8.8% |
| YTD | +49.8% | +18.2% | +31.5% | +40.3% |
| 1Y | +46.4% | +18.8% | +27.6% | +36.8% |
| 3Y | +92.5% | +78.5% | +14.0% | +55.4% |
| 5Y | +107.4% | +40.1% | +67.3% | +70.7% |
| All | +107.4% | +39.3% | +68.1% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling