+30.0%
ECL vs BB
-30.6%
+60.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.6% | -5.6% | +3.0% | -2.0% |
| 30D | -2.2% | -11.8% | +9.6% | -1.0% |
| 3M | +10.1% | -25.5% | +35.6% | +12.5% |
| 6M | -5.7% | +121.3% | -127.0% | -16.7% |
| YTD | +7.0% | +103.2% | -96.2% | -4.5% |
| 1Y | +2.7% | +102.6% | -100.0% | -8.9% |
| 3Y | +57.7% | +37.5% | +20.2% | +44.3% |
| All | +30.0% | -30.6% | +60.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling