+905.0%
ECL vs ET
+1,435.0%
-530.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | -2.2% | +7.5% | -9.6% | -3.6% |
| 3M | +10.1% | +11.4% | -1.3% | +7.6% |
| 6M | -5.7% | +18.5% | -24.3% | -9.1% |
| YTD | +7.0% | +37.4% | -30.4% | 0.0% |
| 1Y | +2.7% | +30.9% | -28.3% | -3.2% |
| 3Y | +57.7% | +98.7% | -41.0% | +35.3% |
| 5Y | +31.1% | +230.7% | -199.6% | +0.5% |
| 10Y | +150.9% | +175.6% | -24.7% | +85.2% |
| All | +905.0% | +1,435.0% | -530.0% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling