+153.2%
ECL vs EL
+31.4%
+121.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | -2.5% | +15.5% | -18.0% | -6.8% |
| 3M | +8.3% | +20.6% | -12.2% | +2.1% |
| 6M | -1.1% | +10.5% | -11.6% | -5.3% |
| YTD | +6.5% | -1.9% | +8.4% | +4.4% |
| 1Y | +2.1% | +16.1% | -14.0% | -5.6% |
| 3Y | +57.6% | -30.2% | +87.8% | +61.9% |
| 5Y | +28.1% | -67.4% | +95.4% | +78.0% |
| 10Y | +153.2% | +31.2% | +122.0% | +117.8% |
| All | +153.2% | +31.4% | +121.9% | +117.8% |
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