+78.2%
ECL vs BN
+96.7%
-18.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +2.9% | -1.0% | +3.8% | +3.1% |
| 30D | +7.5% | +14.0% | -6.5% | +3.9% |
| 3M | +12.2% | -9.0% | +21.3% | +14.8% |
| 6M | +24.6% | -8.8% | +33.4% | +27.2% |
| YTD | +18.8% | -10.3% | +29.0% | +21.1% |
| 1Y | +19.3% | -5.8% | +25.1% | +20.3% |
| 3Y | +78.2% | +94.8% | -16.6% | +54.1% |
| All | +78.2% | +96.7% | -18.5% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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