+787.6%
ECL vs BR
+1,473.8%
-686.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +9.6% | +13.8% | -4.2% | +2.9% |
| 6M | +21.6% | +29.7% | -8.1% | +6.7% |
| YTD | +16.9% | -12.6% | +29.5% | +21.8% |
| 1Y | +17.9% | -12.4% | +30.3% | +22.7% |
| 3Y | +76.5% | +14.1% | +62.4% | +59.9% |
| 5Y | +36.6% | +18.7% | +17.9% | +20.4% |
| 10Y | +193.2% | +276.2% | -83.1% | +54.7% |
| All | +787.6% | +1,473.8% | -686.2% | +141.3% |
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 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