+77.8%
ECL vs EAT
+486.0%
-408.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -0.8% | -2.6% | +1.9% | -0.6% |
| 30D | +8.1% | +11.5% | -3.4% | +7.2% |
| 3M | +6.4% | -9.1% | +15.5% | +6.8% |
| 6M | +14.8% | +40.4% | -25.7% | +11.4% |
| YTD | +15.5% | +43.9% | -28.5% | +11.6% |
| 1Y | +20.1% | +101.9% | -81.8% | +13.4% |
| 3Y | +77.8% | +489.9% | -412.1% | +54.5% |
| All | +77.8% | +486.0% | -408.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling