+29.8%
ECL vs ET
+241.8%
-212.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -0.8% | +2.9% | -3.7% | -1.4% |
| 3M | +5.0% | +16.8% | -11.7% | +1.9% |
| 6M | +0.2% | +18.9% | -18.6% | -3.3% |
| YTD | +5.8% | +37.7% | -31.9% | -1.2% |
| 1Y | +1.5% | +32.4% | -30.9% | -4.5% |
| 3Y | +55.0% | +99.5% | -44.5% | +30.2% |
| All | +29.8% | +241.8% | -212.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling