+36.6%
ECL vs BR
+19.2%
+17.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | +6.6% | +13.7% | -7.1% | +0.7% |
| 3M | +9.6% | +13.8% | -4.2% | +3.2% |
| 6M | +21.6% | +29.7% | -8.1% | +7.0% |
| YTD | +16.9% | -12.6% | +29.5% | +24.7% |
| 1Y | +17.9% | -12.4% | +30.3% | +25.6% |
| 3Y | +76.5% | +14.1% | +62.4% | +56.1% |
| 5Y | +36.6% | +18.7% | +17.9% | +11.3% |
| All | +36.6% | +19.2% | +17.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling