+13,805.6%
ECL vs BN
+15,687.7%
-1,882.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.8% | +5.3% | -6.1% | -2.5% |
| 30D | +8.1% | +11.9% | -3.8% | +4.1% |
| 3M | +6.4% | -5.7% | +12.1% | +8.3% |
| 6M | +14.8% | -10.6% | +25.4% | +18.7% |
| YTD | +15.5% | -9.4% | +24.8% | +18.3% |
| 1Y | +20.1% | -8.8% | +28.9% | +22.6% |
| 3Y | +77.8% | +95.6% | -17.9% | +36.5% |
| 5Y | +37.9% | +30.2% | +7.7% | +19.8% |
| 10Y | +202.7% | +277.0% | -74.4% | +87.0% |
| All | +13,805.6% | +15,687.7% | -1,882.1% | +4,385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling