+77.8%
ECL vs BEN
+63.5%
+14.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.5% |
| 7D | -0.8% | +6.6% | -7.4% | -1.9% |
| 30D | +8.1% | +3.8% | +4.3% | +7.4% |
| 3M | +6.4% | +0.2% | +6.1% | +6.2% |
| 6M | +14.8% | +10.4% | +4.3% | +12.5% |
| YTD | +15.5% | +46.2% | -30.7% | +7.8% |
| 1Y | +20.1% | +52.3% | -32.1% | +11.4% |
| 3Y | +77.8% | +65.9% | +11.8% | +54.2% |
| All | +77.8% | +63.5% | +14.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling