+202.3%
ECL vs EAT
+320.8%
-118.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.9% | -4.0% | +6.8% | +3.5% |
| 30D | +7.5% | -2.9% | +10.4% | +7.8% |
| 3M | +12.2% | -16.9% | +29.1% | +15.3% |
| 6M | +24.6% | +57.0% | -32.4% | +14.3% |
| YTD | +18.8% | +38.2% | -19.4% | +10.3% |
| 1Y | +19.3% | +69.3% | -49.9% | +6.8% |
| 3Y | +78.2% | +483.0% | -404.8% | +21.2% |
| 5Y | +38.8% | +364.1% | -325.3% | -5.3% |
| All | +202.3% | +320.8% | -118.5% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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