+18.8%
ECL vs D
+16.5%
+2.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.3% | -2.4% | +0.2% | -1.7% |
| 30D | +8.3% | +9.0% | -0.7% | +6.2% |
| 3M | +8.4% | +1.0% | +7.5% | +8.1% |
| 6M | +23.3% | +11.0% | +12.3% | +21.0% |
| YTD | +18.2% | +19.8% | -1.6% | +14.8% |
| 1Y | +18.8% | +16.0% | +2.8% | +15.4% |
| All | +18.8% | +16.5% | +2.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling