+153.2%
ECL vs EAT
+373.3%
-220.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.1% |
| 7D | -0.8% | -4.9% | +4.1% | +0.1% |
| 30D | -2.5% | -1.2% | -1.3% | -2.5% |
| 3M | +8.3% | +52.2% | -43.9% | +0.4% |
| 6M | -1.1% | +65.0% | -66.1% | -10.2% |
| YTD | +6.5% | +55.0% | -48.5% | -2.6% |
| 1Y | +2.1% | +42.1% | -40.0% | -5.6% |
| 3Y | +57.6% | +614.7% | -557.1% | +3.6% |
| 5Y | +28.1% | +322.7% | -294.7% | -11.0% |
| 10Y | +153.2% | +382.0% | -228.8% | +47.3% |
| All | +153.2% | +373.3% | -220.1% | +47.3% |
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