+28.1%
ECL vs EFV
+96.3%
-68.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -0.8% | +1.0% | -1.7% | -1.5% |
| 30D | -2.5% | +0.2% | -2.6% | -2.6% |
| 3M | +8.3% | +9.6% | -1.3% | +0.8% |
| 6M | -1.1% | +14.0% | -15.1% | -10.8% |
| YTD | +6.5% | +18.5% | -11.9% | -6.8% |
| 1Y | +2.1% | +27.9% | -25.8% | -16.0% |
| 3Y | +57.6% | +92.4% | -34.8% | -8.9% |
| 5Y | +28.1% | +97.2% | -69.1% | -29.5% |
| All | +28.1% | +96.3% | -68.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling