+14,043.8%
ECL vs ES
+1,275.7%
+12,768.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.6% |
| 7D | +1.7% | +5.9% | -4.3% | -0.3% |
| 30D | +8.9% | +10.2% | -1.3% | +5.3% |
| 3M | +7.4% | +0.4% | +7.0% | +7.1% |
| 6M | +19.3% | +6.9% | +12.5% | +16.4% |
| YTD | +17.4% | +10.5% | +6.9% | +12.9% |
| 1Y | +19.4% | +3.2% | +16.2% | +16.9% |
| 3Y | +80.5% | +49.0% | +31.4% | +52.7% |
| 5Y | +40.2% | +4.5% | +35.8% | +33.7% |
| 10Y | +207.8% | +92.3% | +115.5% | +141.1% |
| All | +14,043.8% | +1,275.7% | +12,768.0% | +5,660.9% |
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 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