+196.5%
ECL vs ETR
+374.5%
-178.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +8.3% | +7.7% | +0.6% | +4.7% |
| 3M | +8.4% | +5.7% | +2.7% | +5.6% |
| 6M | +23.3% | -0.3% | +23.5% | +23.0% |
| YTD | +18.2% | +23.4% | -5.1% | +6.2% |
| 1Y | +18.8% | +18.5% | +0.3% | +8.6% |
| 3Y | +78.5% | +155.6% | -77.1% | +7.4% |
| 5Y | +40.1% | +158.7% | -118.6% | -17.4% |
| 10Y | +196.5% | +377.8% | -181.3% | +55.4% |
| All | +196.5% | +374.5% | -178.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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