+14,043.8%
ECL vs D
+2,488.7%
+11,555.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.8% |
| 7D | +1.7% | +6.9% | -5.3% | -1.2% |
| 30D | +8.9% | +12.3% | -3.4% | +3.6% |
| 3M | +7.4% | +3.0% | +4.4% | +5.9% |
| 6M | +19.3% | +12.8% | +6.5% | +12.8% |
| YTD | +17.4% | +22.6% | -5.1% | +6.9% |
| 1Y | +19.4% | +21.7% | -2.3% | +8.8% |
| 3Y | +80.5% | +83.9% | -3.4% | +34.8% |
| 5Y | +40.2% | +14.0% | +26.3% | +27.8% |
| 10Y | +207.8% | +45.6% | +162.3% | +146.5% |
| All | +14,043.8% | +2,488.7% | +11,555.1% | +3,020.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling