+30.0%
ECL vs EL
-67.1%
+97.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.5% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | -2.2% | +19.8% | -22.0% | -6.2% |
| 3M | +10.1% | +25.7% | -15.6% | +4.4% |
| 6M | -5.7% | +5.4% | -11.2% | -7.8% |
| YTD | +7.0% | +0.2% | +6.7% | +5.0% |
| 1Y | +2.7% | +20.4% | -17.8% | -3.8% |
| 3Y | +57.7% | -32.1% | +89.8% | +65.8% |
| All | +30.0% | -67.1% | +97.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling