+193.5%
ECL vs EL
+60.9%
+132.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +0.4% | +7.6% | -7.2% | -1.7% |
| 30D | +8.6% | +15.7% | -7.1% | +4.0% |
| 3M | +7.9% | +30.5% | -22.6% | -0.7% |
| 6M | +21.0% | +32.5% | -11.5% | +10.4% |
| YTD | +17.5% | +9.4% | +8.1% | +11.4% |
| 1Y | +19.7% | +28.4% | -8.7% | +7.7% |
| 3Y | +77.4% | +4.4% | +73.0% | +57.8% |
| 5Y | +38.7% | -64.5% | +103.2% | +89.2% |
| 10Y | +193.5% | +64.9% | +128.6% | +139.7% |
| All | +193.5% | +60.9% | +132.6% | +139.7% |
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