-1.4%
DOW vs ECL
+90.3%
-91.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | -0.5% | -2.3% | +1.8% | +0.8% |
| 30D | +15.7% | +8.3% | +7.4% | +10.4% |
| 3M | +5.3% | +8.4% | -3.1% | +0.2% |
| 6M | -14.2% | +23.3% | -37.5% | -25.0% |
| YTD | +43.9% | +18.2% | +25.7% | +27.6% |
| 1Y | +53.1% | +18.8% | +34.3% | +35.4% |
| 3Y | -21.8% | +78.5% | -100.3% | -47.3% |
| 5Y | -28.3% | +40.1% | -68.4% | -44.3% |
| All | -1.4% | +90.3% | -91.7% | -35.4% |
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