+30.0%
ECL vs D
+5.6%
+24.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.6% | +1.5% | -4.1% | -3.1% |
| 30D | -2.2% | -2.6% | +0.4% | -1.3% |
| 3M | +10.1% | 0.0% | +10.1% | +10.1% |
| 6M | -5.7% | +7.4% | -13.1% | -8.2% |
| YTD | +7.0% | +15.9% | -8.9% | +1.3% |
| 1Y | +2.7% | +18.1% | -15.5% | -3.6% |
| 3Y | +57.7% | +58.4% | -0.7% | +31.4% |
| All | +30.0% | +5.6% | +24.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2021-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling