-34.5%
DOW vs ECL
+57.4%
-91.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -2.9% | -0.8% | -2.2% | -2.7% |
| 30D | +2.0% | -2.5% | +4.4% | +2.6% |
| 3M | -12.5% | +8.3% | -20.9% | -15.2% |
| 6M | -9.2% | -1.1% | -8.1% | -8.9% |
| YTD | +30.8% | +6.5% | +24.3% | +26.2% |
| 1Y | +29.4% | +2.1% | +27.3% | +27.2% |
| All | -34.5% | +57.4% | -91.9% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling