+14,219.4%
DE vs ECL
+14,456.0%
-236.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.6% |
| 7D | +0.3% | +2.9% | -2.6% | -1.1% |
| 30D | +3.6% | +7.5% | -3.9% | -0.2% |
| 3M | +10.2% | +12.2% | -2.0% | +3.8% |
| 6M | +16.6% | +24.6% | -8.0% | +4.0% |
| YTD | +45.8% | +18.8% | +27.1% | +33.2% |
| 1Y | +43.9% | +19.3% | +24.6% | +31.0% |
| 3Y | +89.6% | +78.2% | +11.4% | +39.0% |
| 5Y | +100.3% | +38.8% | +61.5% | +61.6% |
| 10Y | +760.8% | +197.8% | +562.9% | +363.7% |
| All | +14,219.4% | +14,456.0% | -236.6% | +2,226.8% |
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