+52.8%
ECL vs BG
+19.0%
+33.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -2.7% | +0.5% | -3.3% | -2.8% |
| 30D | -4.3% | +10.3% | -14.6% | -4.7% |
| 3M | +3.2% | -1.9% | +5.1% | +3.4% |
| 6M | -2.9% | +5.2% | -8.2% | -3.3% |
| YTD | +4.3% | +41.2% | -36.9% | +1.7% |
| 1Y | +1.6% | +50.5% | -48.9% | -1.1% |
| All | +52.8% | +19.0% | +33.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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