+13,805.6%
ECL vs ED
+2,460.7%
+11,344.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.7% |
| 7D | -0.8% | +1.6% | -2.4% | -1.4% |
| 30D | +8.1% | +13.3% | -5.2% | +2.5% |
| 3M | +6.4% | +9.7% | -3.4% | +2.1% |
| 6M | +14.8% | +12.8% | +2.0% | +8.8% |
| YTD | +15.5% | +22.3% | -6.9% | +5.4% |
| 1Y | +20.1% | +26.3% | -6.2% | +8.0% |
| 3Y | +77.8% | +45.0% | +32.7% | +48.4% |
| 5Y | +37.9% | +80.2% | -42.3% | +4.0% |
| 10Y | +202.7% | +129.9% | +72.8% | +100.6% |
| All | +13,805.6% | +2,460.7% | +11,344.9% | +3,292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling