+26.5%
ECL vs BR
+7.6%
+18.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -2.7% | -5.0% | +2.3% | -0.6% |
| 30D | -4.3% | -2.5% | -1.8% | -3.4% |
| 3M | +3.2% | +13.5% | -10.3% | -3.1% |
| 6M | -2.9% | -9.4% | +6.5% | +1.0% |
| YTD | +4.3% | -23.3% | +27.5% | +17.9% |
| 1Y | +1.6% | -31.6% | +33.2% | +22.6% |
| 3Y | +54.3% | -5.1% | +59.3% | +50.2% |
| 5Y | +26.5% | +8.2% | +18.3% | +6.6% |
| All | +26.5% | +7.6% | +18.9% | +6.6% |
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