+80.1%
ECL vs BB
+145.9%
-65.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.9% |
| 7D | -0.5% | +15.0% | -15.5% | -0.9% |
| 30D | +8.8% | +3.5% | +5.4% | +8.6% |
| 3M | +7.8% | +2.7% | +5.2% | +7.6% |
| 6M | +21.3% | +44.7% | -23.4% | +18.3% |
| YTD | +17.8% | +143.3% | -125.5% | +11.7% |
| 1Y | +21.1% | +102.2% | -81.1% | +15.8% |
| 3Y | +80.1% | +156.1% | -76.0% | +66.8% |
| All | +80.1% | +145.9% | -65.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling