+153.2%
ECL vs ED
+104.2%
+49.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -2.5% | +1.1% | -3.6% | -3.0% |
| 3M | +8.3% | +4.6% | +3.7% | +6.1% |
| 6M | -1.1% | -2.0% | +0.9% | -0.5% |
| YTD | +6.5% | +11.7% | -5.2% | +1.0% |
| 1Y | +2.1% | +15.7% | -13.7% | -4.9% |
| 3Y | +57.6% | +34.4% | +23.3% | +34.5% |
| 5Y | +28.1% | +67.3% | -39.3% | -2.6% |
| 10Y | +153.2% | +104.0% | +49.2% | +81.8% |
| All | +153.2% | +104.2% | +49.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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