+197.5%
ECL vs BEN
+58.0%
+139.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.5% | +11.3% | -11.8% | -4.7% |
| 30D | +6.6% | +15.0% | -8.4% | +0.7% |
| 3M | +9.6% | +7.8% | +1.8% | +6.1% |
| 6M | +21.6% | +15.5% | +6.1% | +14.1% |
| YTD | +16.9% | +55.4% | -38.5% | -3.1% |
| 1Y | +17.9% | +63.3% | -45.4% | -4.4% |
| 3Y | +76.5% | +83.4% | -6.9% | +30.0% |
| 5Y | +36.6% | +28.1% | +8.6% | +15.5% |
| All | +197.5% | +58.0% | +139.5% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling