+153.2%
ECL vs A
+237.5%
-84.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.7% |
| 7D | -0.8% | -2.1% | +1.3% | 0.0% |
| 30D | -2.5% | +0.6% | -3.1% | -2.9% |
| 3M | +8.3% | +10.9% | -2.5% | +3.4% |
| 6M | -1.1% | +28.2% | -29.2% | -12.1% |
| YTD | +6.5% | +8.6% | -2.1% | +1.4% |
| 1Y | +2.1% | +15.5% | -13.5% | -6.0% |
| 3Y | +57.6% | +31.8% | +25.8% | +30.3% |
| 5Y | +28.1% | -14.9% | +42.9% | +28.9% |
| 10Y | +153.2% | +237.8% | -84.6% | +37.7% |
| All | +153.2% | +237.5% | -84.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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