+712.2%
ECL vs BR
+1,321.0%
-608.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.6% |
| 7D | -2.6% | -5.3% | +2.7% | -0.2% |
| 30D | -2.2% | +6.4% | -8.6% | -5.1% |
| 3M | +10.1% | +13.6% | -3.5% | +3.3% |
| 6M | -5.7% | -6.7% | +1.0% | -4.0% |
| YTD | +7.0% | -21.1% | +28.1% | +17.1% |
| 1Y | +2.7% | -29.6% | +32.2% | +18.6% |
| 3Y | +57.7% | -2.4% | +60.1% | +53.9% |
| 5Y | +31.1% | +11.2% | +19.9% | +19.2% |
| 10Y | +150.9% | +191.8% | -40.9% | +47.6% |
| All | +712.2% | +1,321.0% | -608.8% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling