+156.3%
ECL vs ET
+177.0%
-20.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -0.8% | +2.9% | -3.7% | -1.5% |
| 3M | +5.0% | +16.8% | -11.7% | +1.4% |
| 6M | +0.2% | +18.9% | -18.6% | -3.8% |
| YTD | +5.8% | +37.7% | -31.9% | -1.9% |
| 1Y | +1.5% | +32.4% | -30.9% | -5.1% |
| 3Y | +55.0% | +99.5% | -44.5% | +30.1% |
| 5Y | +29.3% | +244.0% | -214.7% | -5.3% |
| All | +156.3% | +177.0% | -20.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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