+80.1%
ECL vs ETR
+153.6%
-73.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | -0.5% | +1.7% | -2.3% | -0.9% |
| 30D | +8.8% | +8.7% | +0.1% | +7.1% |
| 3M | +7.8% | +4.9% | +2.9% | +6.8% |
| 6M | +21.3% | +0.8% | +20.5% | +21.0% |
| YTD | +17.8% | +23.1% | -5.3% | +12.9% |
| 1Y | +21.1% | +17.9% | +3.2% | +17.0% |
| 3Y | +80.1% | +154.5% | -74.4% | +49.2% |
| All | +80.1% | +153.6% | -73.5% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling