+197.5%
ECL vs A
+300.7%
-103.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.8% |
| 30D | +6.6% | +0.8% | +5.7% | +6.0% |
| 3M | +9.6% | +16.9% | -7.3% | +2.4% |
| 6M | +21.6% | +53.8% | -32.2% | +0.3% |
| YTD | +16.9% | +28.1% | -11.2% | +3.7% |
| 1Y | +17.9% | +15.0% | +2.8% | +9.5% |
| 3Y | +76.5% | +63.1% | +13.4% | +32.9% |
| 5Y | +36.6% | +11.5% | +25.2% | +21.7% |
| All | +197.5% | +300.7% | -103.2% | +57.4% |
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