-6.2%
DOW vs ECL
+89.6%
-95.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.5% |
| 7D | -9.4% | -0.5% | -8.9% | -9.3% |
| 30D | +8.9% | +8.8% | +0.1% | +3.6% |
| 3M | +6.7% | +7.8% | -1.1% | +1.8% |
| 6M | -14.2% | +21.3% | -35.5% | -24.3% |
| YTD | +36.9% | +17.8% | +19.1% | +21.7% |
| 1Y | +45.8% | +21.1% | +24.7% | +27.4% |
| 3Y | -23.9% | +80.1% | -104.0% | -49.0% |
| 5Y | -30.8% | +40.5% | -71.2% | -46.3% |
| All | -6.2% | +89.6% | -95.8% | -38.4% |
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