-10.9%
DOW vs ECL
+67.8%
-78.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.6% |
| 7D | -6.0% | -2.7% | -3.3% | -4.5% |
| 30D | -2.7% | -4.3% | +1.5% | -0.5% |
| 3M | -10.5% | +3.2% | -13.7% | -12.8% |
| 6M | -12.4% | -2.9% | -9.5% | -12.6% |
| YTD | +30.0% | +4.3% | +25.8% | +24.1% |
| 1Y | +27.8% | +1.6% | +26.2% | +23.7% |
| 3Y | -34.9% | +54.3% | -89.2% | -52.2% |
| 5Y | -35.9% | +26.5% | -62.4% | -47.4% |
| All | -10.9% | +67.8% | -78.7% | -37.2% |
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 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