+197.7%
ECL vs D
+42.1%
+155.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | +8.8% | +10.7% | -1.9% | +4.0% |
| 3M | +7.8% | +2.3% | +5.6% | +6.6% |
| 6M | +21.3% | +12.5% | +8.8% | +14.6% |
| YTD | +17.8% | +20.1% | -2.3% | +7.8% |
| 1Y | +21.1% | +15.6% | +5.5% | +12.5% |
| 3Y | +80.1% | +75.2% | +4.9% | +34.6% |
| 5Y | +40.5% | +14.6% | +25.9% | +28.7% |
| 10Y | +197.7% | +43.8% | +154.0% | +156.5% |
| All | +197.7% | +42.1% | +155.6% | +156.5% |
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