+2.1%
ECL vs BB
+102.8%
-100.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.4% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -2.5% | -12.4% | +9.9% | -2.4% |
| 3M | +8.3% | -15.3% | +23.6% | +7.7% |
| 6M | -1.1% | +128.8% | -129.9% | -4.8% |
| YTD | +6.5% | +107.7% | -101.1% | +2.6% |
| 1Y | +2.1% | +103.9% | -101.8% | -2.9% |
| All | +2.1% | +102.8% | -100.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling