+202.3%
ECL vs ES
+98.2%
+104.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +2.9% | +2.7% | +0.2% | +1.6% |
| 30D | +7.5% | +7.6% | -0.1% | +3.9% |
| 3M | +12.2% | +0.5% | +11.8% | +11.8% |
| 6M | +24.6% | +7.6% | +17.0% | +20.1% |
| YTD | +18.8% | +10.2% | +8.5% | +12.8% |
| 1Y | +19.3% | +1.8% | +17.5% | +16.6% |
| 3Y | +78.2% | +55.4% | +22.8% | +36.6% |
| 5Y | +38.8% | +7.3% | +31.5% | +28.6% |
| All | +202.3% | +98.2% | +104.0% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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