+78.2%
ECL vs BG
+6.5%
+71.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +2.9% | +2.6% | +0.3% | +2.8% |
| 30D | +7.5% | -6.7% | +14.2% | +7.8% |
| 3M | +12.2% | -9.3% | +21.5% | +12.6% |
| 6M | +24.6% | -18.3% | +42.9% | +25.5% |
| YTD | +18.8% | +16.2% | +2.6% | +16.5% |
| 1Y | +19.3% | +7.6% | +11.7% | +17.6% |
| 3Y | +78.2% | +6.6% | +71.6% | +77.4% |
| All | +78.2% | +6.5% | +71.7% | +77.4% |
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