+1,980.0%
ECL vs A
+457.0%
+1,522.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.6% | -1.9% | -0.7% | -2.2% |
| 30D | -2.2% | +6.9% | -9.1% | -3.6% |
| 3M | +10.1% | +9.2% | +0.9% | +7.8% |
| 6M | -5.7% | +25.7% | -31.4% | -10.8% |
| YTD | +7.0% | +11.5% | -4.6% | +3.7% |
| 1Y | +2.7% | +18.4% | -15.7% | -2.0% |
| 3Y | +57.7% | +26.6% | +31.1% | +46.3% |
| 5Y | +31.1% | -12.8% | +43.9% | +30.8% |
| 10Y | +150.9% | +247.2% | -96.3% | +91.3% |
| All | +1,980.0% | +457.0% | +1,522.9% | +1,054.4% |
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 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