+12,781.7%
ECL vs EAT
+11,644.8%
+1,136.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -2.2% | +1.9% | -4.0% | -2.7% |
| 3M | +10.1% | +68.7% | -58.5% | +0.5% |
| 6M | -5.7% | +66.9% | -72.6% | -14.4% |
| YTD | +7.0% | +60.4% | -53.4% | -2.5% |
| 1Y | +2.7% | +44.0% | -41.3% | -5.2% |
| 3Y | +57.7% | +604.7% | -547.0% | +7.0% |
| 5Y | +31.1% | +347.0% | -315.9% | -7.1% |
| 10Y | +150.9% | +390.8% | -239.9% | +53.3% |
| All | +12,781.7% | +11,644.8% | +1,136.9% | +4,166.1% |
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