+153.5%
ECL vs D
+34.8%
+118.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.6% | +1.5% | -4.1% | -3.2% |
| 30D | -2.2% | -2.6% | +0.4% | -1.1% |
| 3M | +10.1% | 0.0% | +10.1% | +10.0% |
| 6M | -5.7% | +7.4% | -13.1% | -9.1% |
| YTD | +7.0% | +15.9% | -8.9% | -0.5% |
| 1Y | +2.7% | +18.1% | -15.5% | -5.5% |
| 3Y | +57.7% | +58.4% | -0.7% | +23.5% |
| 5Y | +31.1% | +5.2% | +25.9% | +25.2% |
| All | +153.5% | +34.8% | +118.7% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling