+2,124.5%
ECL vs BB
+325.9%
+1,798.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.2% |
| 7D | +0.4% | +11.6% | -11.2% | -0.4% |
| 30D | +8.6% | +2.6% | +6.0% | +8.1% |
| 3M | +7.9% | +3.5% | +4.4% | +7.1% |
| 6M | +21.0% | +43.5% | -22.5% | +16.3% |
| YTD | +17.5% | +141.2% | -123.6% | +8.3% |
| 1Y | +19.7% | +97.4% | -77.8% | +11.7% |
| 3Y | +77.4% | +151.1% | -73.7% | +58.8% |
| 5Y | +38.7% | -12.8% | +51.5% | +32.0% |
| 10Y | +193.5% | +27.5% | +166.0% | +152.9% |
| All | +2,124.5% | +325.9% | +1,798.5% | +1,669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling