+2,145.3%
ECL vs A
+546.2%
+1,599.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +8.1% | +3.4% | +4.8% | +7.3% |
| 3M | +6.4% | +23.8% | -17.5% | +1.4% |
| 6M | +14.8% | +49.0% | -34.2% | +4.6% |
| YTD | +15.5% | +29.4% | -13.9% | +8.3% |
| 1Y | +20.1% | +19.4% | +0.7% | +14.5% |
| 3Y | +77.8% | +66.2% | +11.6% | +55.4% |
| 5Y | +37.9% | +15.8% | +22.1% | +29.5% |
| 10Y | +202.7% | +326.1% | -123.4% | +121.1% |
| All | +2,145.3% | +546.2% | +1,599.0% | +1,105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling