+38.9%
ECL vs BG
+21.9%
+17.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +2.9% | +2.6% | +0.3% | +2.6% |
| 30D | +7.5% | -6.7% | +14.2% | +8.2% |
| 3M | +12.2% | -9.3% | +21.5% | +13.1% |
| 6M | +24.6% | -18.3% | +42.9% | +26.8% |
| YTD | +18.8% | +16.2% | +2.6% | +15.3% |
| 1Y | +19.3% | +7.6% | +11.7% | +17.0% |
| 3Y | +78.2% | +6.6% | +71.6% | +72.9% |
| All | +38.9% | +21.9% | +17.0% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling