+12,781.7%
ECL vs BN
+15,251.3%
-2,469.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | -2.5% | -0.1% | -1.8% |
| 30D | -2.2% | -9.5% | +7.3% | +1.1% |
| 3M | +10.1% | -10.4% | +20.5% | +14.1% |
| 6M | -5.7% | -6.4% | +0.6% | -4.0% |
| YTD | +7.0% | -11.9% | +18.8% | +10.7% |
| 1Y | +2.7% | -8.6% | +11.3% | +4.6% |
| 3Y | +57.7% | +77.6% | -19.8% | +24.9% |
| 5Y | +31.1% | +37.0% | -5.9% | +12.1% |
| 10Y | +150.9% | +266.4% | -115.5% | +56.7% |
| All | +12,781.7% | +15,251.3% | -2,469.7% | +4,098.4% |
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