+193.5%
ECL vs ED
+136.7%
+56.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +0.4% | +2.1% | -1.7% | -0.5% |
| 30D | +8.6% | +12.4% | -3.8% | +3.0% |
| 3M | +7.9% | +13.1% | -5.2% | +2.0% |
| 6M | +21.0% | +14.1% | +7.0% | +13.9% |
| YTD | +17.5% | +23.1% | -5.5% | +6.6% |
| 1Y | +19.7% | +25.4% | -5.8% | +7.4% |
| 3Y | +77.4% | +47.9% | +29.6% | +44.9% |
| 5Y | +38.7% | +81.9% | -43.2% | +1.4% |
| 10Y | +193.5% | +141.3% | +52.2% | +101.1% |
| All | +193.5% | +136.7% | +56.8% | +101.1% |
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