+14,053.0%
ECL vs EAT
+9,855.7%
+4,197.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | +0.4% | -5.9% | +6.4% | +1.4% |
| 30D | +8.6% | +0.7% | +7.9% | +8.2% |
| 3M | +7.9% | -14.2% | +22.1% | +10.0% |
| 6M | +21.0% | +40.7% | -19.7% | +13.2% |
| YTD | +17.5% | +36.0% | -18.5% | +9.7% |
| 1Y | +19.7% | +83.1% | -63.4% | +6.0% |
| 3Y | +77.4% | +474.8% | -397.4% | +24.3% |
| 5Y | +38.7% | +347.6% | -308.9% | -1.9% |
| 10Y | +193.5% | +321.5% | -128.0% | +83.4% |
| All | +14,053.0% | +9,855.7% | +4,197.3% | +4,699.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling