+5,823.5%
ECL vs EL
+1,792.3%
+4,031.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -0.8% | +0.8% | -1.5% | -1.0% |
| 30D | +8.1% | +16.5% | -8.4% | +3.6% |
| 3M | +6.4% | +29.2% | -22.8% | -1.3% |
| 6M | +14.8% | +27.9% | -13.2% | +6.3% |
| YTD | +15.5% | +6.2% | +9.3% | +10.7% |
| 1Y | +20.1% | +27.2% | -7.1% | +9.4% |
| 3Y | +77.8% | +3.2% | +74.5% | +60.9% |
| 5Y | +37.9% | -66.0% | +103.9% | +68.5% |
| 10Y | +202.7% | +58.3% | +144.3% | +140.0% |
| All | +5,823.5% | +1,792.3% | +4,031.1% | +2,705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling