+801.8%
ECL vs BR
+1,481.8%
-680.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +2.9% | +1.1% | +1.8% | +2.4% |
| 30D | +7.5% | +14.4% | -6.9% | +1.0% |
| 3M | +12.2% | +12.4% | -0.2% | +6.0% |
| 6M | +24.6% | +35.4% | -10.9% | +7.2% |
| YTD | +18.8% | -12.2% | +30.9% | +23.5% |
| 1Y | +19.3% | -12.7% | +32.1% | +24.4% |
| 3Y | +78.2% | +14.3% | +63.9% | +61.3% |
| 5Y | +38.8% | +19.3% | +19.5% | +22.0% |
| 10Y | +197.8% | +278.1% | -80.3% | +56.8% |
| All | +801.8% | +1,481.8% | -680.1% | +144.6% |
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 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