+52.8%
ECL vs ET
+97.4%
-44.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -2.7% | +0.6% | -3.4% | -2.8% |
| 30D | -4.3% | +5.3% | -9.6% | -4.8% |
| 3M | +3.2% | +15.6% | -12.4% | +1.7% |
| 6M | -2.9% | +20.6% | -23.5% | -5.0% |
| YTD | +4.3% | +38.5% | -34.3% | -0.1% |
| 1Y | +1.6% | +35.7% | -34.1% | -2.4% |
| All | +52.8% | +97.4% | -44.6% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling