+197.7%
ECL vs ED
+132.0%
+65.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +8.8% | +11.6% | -2.7% | +3.6% |
| 3M | +7.8% | +10.5% | -2.7% | +3.1% |
| 6M | +21.3% | +13.2% | +8.1% | +14.6% |
| YTD | +17.8% | +22.1% | -4.3% | +7.2% |
| 1Y | +21.1% | +24.2% | -3.1% | +9.2% |
| 3Y | +80.1% | +46.9% | +33.2% | +47.6% |
| 5Y | +40.5% | +80.8% | -40.3% | +3.1% |
| 10Y | +197.7% | +134.3% | +63.5% | +106.6% |
| All | +197.7% | +132.0% | +65.7% | +106.6% |
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