+12,781.7%
ECL vs ED
+2,217.3%
+10,564.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -2.2% | -0.1% | -2.0% | -2.2% |
| 3M | +10.1% | +3.9% | +6.2% | +8.2% |
| 6M | -5.7% | -3.0% | -2.7% | -4.7% |
| YTD | +7.0% | +10.7% | -3.7% | +2.0% |
| 1Y | +2.7% | +13.3% | -10.7% | -3.2% |
| 3Y | +57.7% | +34.5% | +23.2% | +35.9% |
| 5Y | +31.1% | +67.1% | -36.0% | +2.0% |
| 10Y | +150.9% | +103.0% | +47.8% | +75.3% |
| All | +12,781.7% | +2,217.3% | +10,564.4% | +3,182.4% |
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