+1,072.1%
ECL vs EFV
+247.9%
+824.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.5% | +0.7% | -1.2% | -1.0% |
| 30D | +6.6% | +2.0% | +4.5% | +5.1% |
| 3M | +9.6% | -1.6% | +11.3% | +10.9% |
| 6M | +21.6% | +5.8% | +15.8% | +16.8% |
| YTD | +16.9% | +15.6% | +1.3% | +5.5% |
| 1Y | +17.9% | +19.0% | -1.1% | +4.2% |
| 3Y | +76.5% | +90.7% | -14.2% | +11.2% |
| 5Y | +36.6% | +92.8% | -56.1% | -14.4% |
| 10Y | +193.2% | +160.5% | +32.6% | +49.7% |
| All | +1,072.1% | +247.9% | +824.2% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling