+202.3%
ECL vs EL
+62.2%
+140.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +2.9% | +1.5% | +1.3% | +2.4% |
| 30D | +7.5% | +10.0% | -2.5% | +4.5% |
| 3M | +12.2% | +28.4% | -16.2% | +3.8% |
| 6M | +24.6% | +37.1% | -12.5% | +12.6% |
| YTD | +18.8% | +7.8% | +10.9% | +13.0% |
| 1Y | +19.3% | +26.0% | -6.7% | +8.0% |
| 3Y | +78.2% | +3.8% | +74.4% | +58.6% |
| 5Y | +38.8% | -65.2% | +104.0% | +90.5% |
| All | +202.3% | +62.2% | +140.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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