+202.3%
ECL vs BR
+277.7%
-75.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +2.9% | +1.1% | +1.8% | +2.3% |
| 30D | +7.5% | +14.4% | -6.9% | +0.1% |
| 3M | +12.2% | +12.4% | -0.2% | +5.2% |
| 6M | +24.6% | +35.4% | -10.9% | +4.7% |
| YTD | +18.8% | -12.2% | +30.9% | +25.2% |
| 1Y | +19.3% | -12.7% | +32.1% | +26.3% |
| 3Y | +78.2% | +14.3% | +63.9% | +57.0% |
| 5Y | +38.8% | +19.3% | +19.5% | +16.8% |
| All | +202.3% | +277.7% | -75.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling