+14,609.3%
DE vs ECL
+13,009.7%
+1,599.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +10.0% | -2.6% | +12.6% | +11.4% |
| 30D | +13.3% | -2.2% | +15.5% | +14.3% |
| 3M | +17.5% | +10.1% | +7.4% | +11.6% |
| 6M | +13.6% | -5.7% | +19.3% | +16.5% |
| YTD | +49.8% | +7.0% | +42.8% | +44.3% |
| 1Y | +47.9% | +2.7% | +45.2% | +44.9% |
| 3Y | +72.5% | +57.7% | +14.8% | +34.3% |
| 5Y | +90.2% | +31.1% | +59.1% | +57.4% |
| 10Y | +865.4% | +150.9% | +714.5% | +466.3% |
| All | +14,609.3% | +13,009.7% | +1,599.6% | +2,420.2% |
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 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