+2.7%
ECL vs BEN
+42.6%
-39.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -2.2% | -0.5% | -1.6% | -2.1% |
| 3M | +10.1% | +9.7% | +0.4% | +7.5% |
| 6M | -5.7% | +33.9% | -39.6% | -13.1% |
| YTD | +7.0% | +49.0% | -42.0% | -4.0% |
| 1Y | +2.7% | +42.1% | -39.5% | -4.6% |
| All | +2.7% | +42.6% | -39.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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