+1,780.3%
ECL vs BG
+1,131.5%
+648.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.6% | +2.8% | -5.4% | -3.2% |
| 30D | -2.2% | +12.0% | -14.2% | -4.6% |
| 3M | +10.1% | -7.7% | +17.8% | +11.5% |
| 6M | -5.7% | +4.5% | -10.2% | -7.4% |
| YTD | +7.0% | +35.7% | -28.7% | -0.8% |
| 1Y | +2.7% | +50.1% | -47.4% | -7.2% |
| 3Y | +57.7% | +12.6% | +45.1% | +49.4% |
| 5Y | +31.1% | +75.4% | -44.3% | +9.9% |
| 10Y | +150.9% | +150.5% | +0.4% | +84.2% |
| All | +1,780.3% | +1,131.5% | +648.8% | +1,114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling