+13,805.6%
ECL vs ES
+1,235.9%
+12,569.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.7% |
| 7D | -0.8% | +1.9% | -2.6% | -1.4% |
| 30D | +8.1% | +7.1% | +1.1% | +5.6% |
| 3M | +6.4% | -1.9% | +8.3% | +6.9% |
| 6M | +14.8% | +4.4% | +10.4% | +12.9% |
| YTD | +15.5% | +7.3% | +8.1% | +12.2% |
| 1Y | +20.1% | +2.1% | +18.0% | +18.0% |
| 3Y | +77.8% | +41.8% | +35.9% | +53.0% |
| 5Y | +37.9% | +1.4% | +36.4% | +32.8% |
| 10Y | +202.7% | +86.8% | +115.9% | +139.4% |
| All | +13,805.6% | +1,235.9% | +12,569.6% | +5,621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling